We were immediately taken back to films like Anjaam, Koila, Dil Toh Pagal Hai and Devdas.
Shah Rukh was on the show, on which Madhuri is a judge, to promote his latest film, Chennai Express.
The two former co-stars reminisced and even thrilled audiences by re-enacting a romantic sequence from the 1997 blockbuster Dil Toh Pagal Hai.
Here's a glimpse of what they got up to.
Text and images: Sify.com