"I am very sad. But I can't feel his loss. I had worked with him for 20 years and we will continue to see his films for another 500 years," he said.
The actor was very happy with the way the media has celebrated the legacy of the filmmaker after his sad demise.
"There is a certain dignity by the way it has been covered. I have been watching all the programmes made on his life. I am not feeling sad that he is not there. I feel sad but there is a strange feeling that he has not gone. He is still surrounding us," he said.
To celebrate Yash Chopra's 80th birthday, Shah Rukh had conducted an extensive interview with the film-maker.
"He had so many things to share. He normally never did so many interviews, he was a very quiet person. This was Adi's (Aditya Chopra) idea and we had to convince Yash ji to do it. It was wonderful that we did it. I feel blessed to get such an opportunity," Shah Rukh said.
Anushka Sharma, who worked with the film-maker for the first time in Jab Tak Hai Jaan, said that the experience was surreal.