Gajraj Rao was born in a lower-middle-class family in Rajasthan and was brought up in Delhi.His father used to work in the Indian Railways. He used to live in a railway colony with his parents in Delhi. In an interview, he said,.At the age of 16, he joined a theatre group. He attended the famous theatre group, Act One with the film actors, Manoj Bajpayee and Ashish Vidyarthi. Gajraj Rao with Manoj Bajpai, Nikhil Verma, and Ashish Vidyarthi.