Mehta was born in New Delhi, India and he was educated in two of the most prestigious institutions in New Delhi - Mayo College and St. Stephens College, Delhi University. After university, Ajay moved to Hong Kong to be a scriptwriter for the Hong Kong English TV channel TVB Pearl and occasionally appeared as cameo in different TV dramas and commercials. He later moved to U.S.
He has appeared in many TV shows, including Without a Trace, The Sopranos, Sex and the City, NCIS, Nip/Tuck, Numb3rs and CSI: NY. He currently plays the Middle Eastern Ambassador on 24