Khan was born on 2 November 1965 to Muslim parents in New Delhi, India. His father, Taj Mohammed Khan, a Pathan, was an Indian independence activist from Peshawar, British India. According to Khan, his paternal grandfather was originally from Afghanistan. His mother, Lateef Fatima, was the adopted daughter of Major General Shah Nawaz Khan of the Janjua Rajput clan, who served in the Indian National Army. He was very attached to his parents as a child and describes their early deaths as a turning point in his life and as his biggest motivation for hard work.