The battle between the 30-year-old athlete and Faryal, 26, was played out on Twitter last week, where they attacked each other over accusations of infidelity.
Khan, who is currently in Dubai, was later photographed with beauty adviser Gulbahor Becknazar in the back of a taxi and dancing in a nightclub.
In an emotional video he posted on Snapchat today, he insisted he was just letting off steam and blamed his wife for 'drawing him into it'.
A teary looking Khan said: 'I just want to apologise for my behaviour yesterday. I know it's something that you guys don't want to see.
'But it was it's what my ex-wife's drawn me to do. Faryal's drawn me. Her mum's drawn me. They've taken my daughter away from me. She's in New York. Faryal's threatening me for me to never see my daughter again.'
'I don't want to live like this. I only went out yesterday because 'm so stressed out with all that drama that's gone on and I wanted to let myself go.
'I went out with a group of friends. I don't drink alcohol. Just don't use it against me. I did nothing wrong yesterday. I was just so frustrated with everything that's gone on.'