A brilliant student, he completed his initial studies at the Central Medical School and at Government College, Lahore, taking an honours degree in physics and chemistry from the University of the Punjab in 1905.

[3] During the First World War, he served in France on the Western Front, and was promoted to captain on 26 July 1916 (antedated to 1 September 1915).

[2] He was promoted to major on 26 January 1925,[6] and completed an MD from Edinburgh the same year, also conducting research on nutrition at Trinity College, Cambridge under the distinguished biochemist and future Nobel laureate Frederick Gowland Hopkins.

[2] Following his return to India in mid-1925, Major Sokhey was appointed an assistant director at the Haffkine Institute in Mumbai on 18 August of that year.

Sokhey was promoted to colonel in the newly reorganised service branch on 15 December 1944 (seniority from 26 January 1936).

[8] Towards the end of the war, Sokhey established pilot plants at the institute to manufacture sulfathiazole, paludrine, chloroquine and penicillin.

During a visit to Bombay, Brock Chisholm, the Director-General of the World Health Organization, met Sokhey; impressed by his achievements, he offered Sokhey the post of Assistant Director General (Technical Services) in the WHO, with the responsibility for epidemiology, health statistics and biological standardisation.

A close friend of Prime Minister Jawaharlal Nehru, he was a convinced leftist with a deep admiration for Communism and the Soviet Union.

[2] For his achievements as director of the Haffkine Institute, especially in the area of vaccine production and development, Sokhey was knighted in the British 1946 New Year Honours list, and was formally invested with his knighthood by the Viceroy, Lord Wavell, at Viceroy's House (now Rashtrapati Bhavan) in New Delhi on 9 March 1946.