Fanne Khan or Fanney Khan (Devanagari:फ़न्ने ख़ाँ) is a proverbial, often derogatory name used for someone who thinks of himself as some kind of a big achiever, but isn't considered as the same by others.

I'm not sure of the origin of Fanney Khan, though it could be related to Urdu word 'fan' (phonetically like English 'fun'), which means art, generally that of any kind.

Fanney Khan is quite similar in usage to 'tees maar khan'.

Fanney Khan is the title of a 2018 Bollywood film starring Anil Kapoor, Aishwarya Rai Bachchan and Rajkummar Rao.

PS: I believe that the meaning of Fanney Khan as explained in the film's teaser is more of an artistic interpretation, which may be useful for the film, than the actual meaning.