In the statement, Saif said he and his wife, Bollywood superstar Kareena Kapoor Khan, were in their bedroom on the 11th floor of the Satguru Sharan building.
At 2:30 am, he heard Jeh's nanny screaming which woke the couple up.
Upon rushing to Jeh's room, Saif found, as he claimed, Eliyama Philips, the nanny, was screaming while Jeh was crying.
The actor said he tried to stop the intruder paving the way for Philips to run away with Jeh.
However, the actor said he was stabbed by the attacker on back, neck and hands multiple times while he was trying to stop the intruder, who has already been arrested.
Saif said he had then locked the intruder in the room.
Saif, a Bollywood A-lister, was rushed to Lilavati Hospital by his son from his previous marriage, Ibrahim Ali Khan, in an auto-rickshaw as no car was available at that point of time.
The actor had received a wound close to the spinal cord. Doctors had to remove the knife which was 2.5 inches deep into the wound.
The attack on the house of a top level celebrity has left the Mumbai Police red faced.
More than 30 teams were mobilised to track down and apprehend the attacker.