Prenatal gender testing is illegal in India to prevent sex-selective abortions.
Media reports cite Khan saying on Tuesday that he didn't comment on the rumours earlier because of "emotional strife" over the health of the baby.
His statement said "there was no sex determination for our child" and that the baby was born before the media speculation began.
Reports say the boy born via a surrogate is named AbRam Khan.
Khan and his wife also have a son and a daughter, who are in their teens.