His father, Shafqat Hussain (Sajan), was a Pakistani film actor and also a cricketer. his father appeared for the first time in a film, Badal Aur Bijli in 1971. Sajjad completed his F.A degree from National Arts College, Karachi. After that, his uncle, Tassaduq Hussain started teaching music to him with his classical collections. During Sajjad's training, Hussain played music from classical artists such as Ustad Bade Ghulam Ali Khan, Ustad Barkat Ali Khan and Ustad Mubarak Ali Khan who all were Sajjad Ali's grand-uncles also. He was also briefly trained by his uncle Ustad Munawar Ali Khan from India who himself was the son of Ustad Bade Ghulam Ali Khan. Sajjad Ali belongs to the Kasur Patiala Gharana of classical musicians.