"I've watched David Letterman's late-night talk show for years and I'm a huge fan of his style of interviewing. I'm thrilled, and honored to share my story with him," Khan said in a press release Friday. "That this is on Netflix is even more special -- I'm working with the team on various projects and it's always been exciting partnering with them."
Letterman, who now hosts My Next Guest Needs No Introduction for Netflix, chatted with the Indian filmmaker and TV personality in front of a live audience in May.
"The best part of this job that Netflix has been happy to provide for me is to meet people. And after each one of these sessions I think to myself, it is a very smart, very lovely person from whom I have learned things. You would maybe be at the top of that list," Letterman told Khan at the time.
No premiere date for the special has been announced.
Letterman, 72, hosted a late-night talk show -- first on NBC, then on CBS -- for more than three decades, ending in 2015.