The 41-year-old plays murderous pharmacist Faisel Bhatti on the gritty police drama, which airs weekly on BBC1.
Appearing on Friday’s Lorraine ahead of this weekend’s highly anticipated finale, he said: “The show is like torture.
“Credit to the BBC to release one a week so it created debate instead of people binging it like most shows.”
With tensions coming to a climax, Shah remained tight-lipped about what will happen to his character for fear of “ruining” the finale.
“I can’t ruin the final - people are so impatient! I can’t ruin it!” he said.
The actor also admitted that he felt “intimidated” about joining the successful series, which has grown in popularity since it first aired in 2014.
He told host Lorraine Kelly: “When I first read the script I was scared by the size of the show. I was intimidated by it.”
Shah’s character has found himself in a difficult situation after he sold drugs to neighbour Joanna Hepworth (Mollie Winnard) before murdering her when he was frightened his secret would get out.
Discussing his character’s dark side, he said: “He’s an unlikely murderer, he’s a regular guy that would normally blend into the background. He’s not a slick drugs kingpin he doesn’t fit in.
“All these characters are so beautifully rounded and flawed. You think he’s done bad stuff, but you have to look at why. He is in a pressure cooker situation.”
Ahead of the final episode, a 16-second teaser has been released, lining up Catherine Cawood (Sarah Lancashire) and Tommy Lee Royce’s (James Norton) final showdown after his daring escape from court.
The tense clip ends with a bloodied Tommy appearing to hit somebody on the ground and a final shot of Catherine in tears.