"We go there (on the field), pray to god and we love our team. But we don't work hard like the team. I can't take the credit from them and call myself the badshah of cricket," he added.
A victory parade was held in Kolkata in the team's honour on Tuesday, and Shah Rukh celebrated at the Eden Gardens with West Bengal chief minister Mamata Banerjee and team co-owner Juhi Chawla.
Asked if they plan to extend the celebrations to Mumbai, Juhi said: "We haven't slept for two days, we were going crazy with happiness. First, there was celebration in Chennai, then next day there was a big celebration in Kolkata. It's been huge and overwhelming, it felt like we have won the world."
KKR were crowned the IPL champions on Sunday night in Chennai after they beat Chennai Super Kings in the final match.