Khan, known as the "King of Bollywood," said he was questioned at Newark Airport in Newark, New Jersey, for two hours but was let go after the Indian embassy in the United States intervened.
Khan "is a Muslim name and I think the name is common on their checklist," the 43-year-old actor told an Indian television station by telephone from Chicago.
Khan, named as one of the top 50 most influential men in the world in 2008 by US magazine Newsweek, was detained by US immigration officers early on Saturday. The officers wanted to know why the actor was visiting the United States after his name popped up on the computer screen at a counter.
"I was waiting for my bags... I thought it was nice of them to take me to another room... but that was apparently a second check," Khan said, adding, "I had my papers in order."
"I was really taken aback," Khan told CNN-IBN television station.
"I did not want to say anything just in case they took everything wrong because I am little worried about Americans because they do have this issue when your name is Muslim."
The actor, who was heading to Chicago to take part in celebrations on Saturday to mark India´s Independence Day, said the incident was a "little embarrassing" for an entertainer of his stature.
India´s government reacted sharply, saying many such incidents have taken place in the United States.
"I am of the opinion that the way we are frisked -- for example I too was frisked -- we should also do the same to them," Information and Broadcasting Minister Ambika Soni told reporters in New Delhi.
In the Indian capital, US Ambassador Timothy Roemer described Khan in a statement as a "global icon," who is a welcome guest in the United States.
"We are trying to ascertain the facts of the case -- to understand what took place," he said.
The government had spoken to the US Embassy in New Delhi about the incident, India´s External Affairs Ministry spokesman Vishnu Prakash said.
The incident comes weeks after uproar erupted in India when former Indian president Abdul Kalam, also a Muslim, was frisked by personnel of US carrier Continental Airlines in New Delhi before being allowed to board a US-bound flight.
Kalam was searched despite protocol rules at Indian airports exempting certain dignitaries from security checks. The airline later apologized.
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