Sahay is the son of the actress
Zaheeda. His great-grandmother
Jaddan Bai was the country's first female film producer and music composer. His maternal grandfather Akhtar Hussain was an actor, producer, director and writer and his grandaunt and uncle
Nargis Dutt and
Sunil Dutt were also actors. Sahay is the nephew of Bollywood actor
Sanjay Dutt. Nilesh belongs to a family of Indian landlords. His great grandfather,
Shyan Nandan Sahay, was an Indian landlord, educationist, legislator and the founder vice chancellor of Babasaheb Bhimrao Ambedkar Bihar University Muzaffarpur. Born in the Indian state of Bihar, Shyan also served as the vice chancellor of Patna University. He was a member of the 1st
Lok Sabha, elected from Muzaffarpur Central constituency on
Indian National Congress candidature. The
Government of India awarded him the third highest civilian honour, the
Padma Bhushan, in 1957, for his contributions to education. A road in Muzaffarpur is named Padma Bhushan Shyan Nandan Sahay. ==Career==