He became a disciple of Khwaja Khurd son of Khawaja Baqi Billah a revered Sufi of Delhi.
He established Madrasa Rahimiyya in Delhi, a theological college which later played a part in the religious emancipation of Muslim India and became the breeding ground of religious reformers and mujahideen like Shah Waliullah and Shah Abdul Aziz.
[2][3] Shah Abdur Rahim was a Sufi and an Hanafi scholar who wrote works of Islamic law.
[4] Madrassa Rahimya was an Islamic institute in Delhi with a developed curriculum and better teaching methodologies; in other words, it was well-established and organized.
Future Islamic scholars and leaders like Syed Ahmed Shaheed Barelvi got their education from Madrassa Rahimya.