Sekhon was born in Southall, London, the son of Punjabi jat parents.
He graduated from the Royal Holloway, University of London in 2004 with a Bachelor of Arts in Drama and Theatre Studies.
Sekhon started as an acting member of the National Youth Theatre from 2001 to 2005.
He played Osama bin Laden in the 2012 film Zero Dark Thirty.
He has been a part of the National Youth Theatre's outreach programme for many years, taking drama to urban youth centres, directing short films, and shooting a film entitled The Induction with inmates at Feltham Young Offenders Institute.