[6] He is on the board of trustees of the Mumbai Academy of the Moving Image and is the founding member of FICCI Multiplex Association India (MAI).

[12] His father Late Krishan Mohan Bijli was employed by the family's road freight business, Amritsar Transport Co., which was initially established by Ajay's grandfather in 1939.

The Government of India then announced the decontrolling of movie ticket prices along with a reduction in entertainment tax, which helped in propelling Priya Cinema's profits.

[17][18][19] In 1995, Ajay met John Crawford, Asia managing director, Village Roadshow, an Australian media major which was keen to get into India at that time.

After his Australian partner left Village Roadshow from Indian market, Bijli decided to expand his business, and negotiated deals worth Rs.

The expansion deals were impacted by the September 11 attacks in the United States, leaving Ajay fending for his Rs.

Ajay also ensured that business operations at PVR continued with responsibility and care towards its employees, customers and communities at large.

[29] In 2022, Ajay launched a music video with his band Random Order to pay a tribute to the medical community for their selfless work throughout the pandemic.

PVR Nest is a registered foundation, in alignment with UN Sustainable Goals and works via Public Private Partnership models, towards transforming urban spaces and facilities to make cities more liveable for women, children and marginalised communities.