Sanjay Khan made his debut in the 1964 with Chetan Anand film Haqeeqat that followed by the Rajshri film Dosti. In the 1960s and 1970s Sanjay Khan starred in the movies Dus Lakh, Ek Phool Do Mali and Intaqam, Maharaja, Pushpanjali, Saas Bhi Kabhi Bahu Thi.
Sanjay Khan also acted opposite his brother Feroz Khan in three films Upaasna (1971), Mela (1971) and Nagin (1976). Sanjay Khan turned director and producer of three films in which he played the leading role which were Chandi Sona (1977), Abdullah (1980) and Kala Dhanda Goray Log (1986).
After doing Kala Danda Goray Log Sanjay Khan to break from acting and moved onto featuring in and directing television series. In 1990 Sanjay Khan starred and directed the Indian TV series The Sword of Tipu Sultan.
Sanjay also starred and directed the Mega Indian TV series The Great Maratha. In the late 1990s he directed the TV-series Jai Hanuman. Some of the noted films of the actor are Trimurti (1974), Dhund (1973), Daaman Aur Aag (1973), Anokhi Pehchan (1972), Babul Ki Galiyaan (1972), Dharkan (1972),Wafaa (1972), etc.