Sheikh was born into a Muslim family in Jammu and Kashmir. He studied science at Hari Singh Higher Secondary School, Jammu. He completed his studies from New Law College, and Bharati Vidyapeeth University, Pune. He has a Bachelor of Laws (L.L.B.) and owns an event management company. Sheikh hails from Bhadarwah District of the Jammu region of Jammu and Kashmir.[5] He is presently living in Mumbai, India.