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Satyamev Jayate, which airs in India on Sunday, follows the stories of ordinary people living across the country.
Khan told New Kerala: "I haven't shown it to anyone. I am scared about showing it to anyone. If I show it to someone and they don't like it, then my heart will break.
"I am waiting for May 6 and everyone will watch it that day itself."
In April, the actor-turned-director was forced to deny that he had pulled a publicity stunt by attending the wedding of an auto-rickshaw driver's son.
His wife Kiran Rao recently said that she was looking forward to the end of the television shoot because it was taking over her family's life.
