Ajay Pandey was born in a small village of Siwan. His father was in the service of the State Government, and so was transferred from one place to another. His mother, siblings and Ajay moved along with their father from one place to another. His early life and studies took place at a small place at Bihta (near Patna), and then at Darbhanga. He finally settled at Ranchi, where his parents still enjoy their satisfying life on the banks of a beautiful Kanke Dam.