Khan wrote that sometimes he became "the inadvertent object of political leaders who choose to make me a symbol of all that they think is wrong and unpatriotic about Muslims in India".
New Delhi reacted sharply to Mr Malik's comments, with Indian politicians and officials suggesting he should concentrate on the security of Pakistani citizens.
India's information and broadcasting minister Manish Tewari said: "Malik would be better served bothering about the internal situation in Pakistan and introspecting about the minorities there."
Home secretary RK Singh said India was capable of looking after its citizens, adding: "Let him (Malik) worry about the security of his country."
Khan, 47, responded to the exchange by saying he was extremely safe and happy in India, adding that it was "irksome for me to clarify this non-existent issue".
He said the article did not "even vaguely say that I am ungrateful for the love I have received in a career spanning 20 years".
"On the contrary, the article says that in spite of the bigoted thoughts of some of the people that surround us, I am untouched by sceptics because of the love I have received from my countrymen and women," he said.
The actor, who is popular in Pakistan as his father was born in Peshawar, has appeared in around 75 Hindi feature films, including many box-office hits. He has also hosted a season of the Hindi version of the game show Who Wants To Be a Millionaire?.