Ajay Bakshi commenced his education of classical music at the age of five at the Gandharva Mahavidyalaya at Pune. Here, under the tutelage of Pt.D.K.Agashe, disciple of Pt.Vinayakbua Patwardhan firm foundations of voice control, notes, and rules governing classical music, were laid. After basic training he started training under his father and famous vocalist and Guru Pt. Vijay Bakshi he learnt various raagas and various taalas.

His school and college days were of full of memories of interschool & college prizes and participating youth festival. After completing graduation, the delicate tunes of famous Kashmir instrument i. e. Santoor fascinated him and he started learning Santoor under the guidance of well-known Santoor player Pt. Dr. Dhananjay Daithankar, a senior deciple of Padmvibhushan Pt. Shiv Kumar Sharma and the journey is still going on.

Ajay has performed in various music festivals at different places in Maharashtra, Karnataka and Goa. He likes to play Anavaat raagas on Santoor. He has created few Gaats in different rythemic cycles and presented in concerts.