He took up coaching after the conclusion of his playing career and has also held administrative positions with the Mumbai Cricket Association.

He was caught on camera laughing when Harbhajan Singh slapped Sreesanth after a match between Mumbai Indians and Kings XI Punjab.

In June 2016, Rajput was named as head coach of Afghanistan's national team, replacing Pakistan's Inzamam ul Haq;[6] during his spell in charge, they defeated West Indies in a one-day international at Gros Islet[7] and were promoted to full membership of the International Cricket Council.

[13][14] Rajput was appointed head coach of the United Arab Emirates national cricket team in February 2024.

He signed a three-year contract with the 2024 ICC Men's T20 World Cup as his first major tournament in charge of the team.