A free spirit of it's kind, Sanjay left electronic engineering as a career and plunged in media starting as a journalist with TV-18 (Delhi). Good in fiction soon was requested to script and direct MTV's campus based shows for the same company. With interest in special effects, he arrived in Mumbai to join the renowned special effects house 'Crest Communication Ltd' to soon start directing advertisements for them. Special effects on the 'film medium' enticed Sanjay and restless, soon he realized that it's the film making that his heart always belonged. He felt that the solemnity of having audience pay and come to watch your work and get entertained was the true satisfaction for a creative person. And that set him on the path of celluloid.
After a freak meet with renowned director Subhash Ghai he was put on board straight as second AD on highly appreciated film Taal (1999) starring Aishwarya Rai, Akshay Khanna and Anil Kapoor.
Post that Khanduri never looked back. Then he joined his favourite director Kundan Shah as chief associate director on film 'Dil Hai Tumhara' starring Arjun Rampal, Priety Zinta, Rekha, Jimmy Shergil and Mahima Chaudhary. It is here that Kundan Shah who he considers his guru figure, seeing his writing acumen, advised him to write a high concept low budgeted film to get a break, a film that would make a producer sleepless and force him to sign you as a director. Debuting with his dark comic thriller 'Ek Chalis Ki Last Local' (meaning: The Last Local Train of 1:40 am) Khanduri deeply marked his presence in Hindi independent cinema as a writer and director. The film was inspired by his real life experience of 'missing of his last local one rainy night' when he was still new to the city. The film became cult with new age audience inspite of being a small release. This dark comic thriller 'Ek Chalis Ki Last Local' was considered a unique attempt in Indian Cinema to encapsulate a story as a first real time film successfully. Khanduri's interpretation of an an amusing underworld of Mumbai was liked by people and critics both not only in India but also internationally. It received four stardust nominations including Best Debutant Director and a Silver Palm Award for Excellence in Filmmaking.
Post this film Khanduri made a one night social comic thriller set in capital of the country, New Delhi called 'Kismet Love Paisa Dilli' originally titled as 'Gayrah Chails Ki Last Metro'. It garnered Golden Palm award in Mexico International festival and won Medal of Honour for Best Orignal Screenplay in New York International Film & TV Festival 2014. The film was also screened on opening day of Vancouver Int. Film Festival.
He has also directed special episodes for No. 1 teenage crime thriller series GUMRAH and also directed web show HOSTAGES as second Unit Director along Sudhir Mishra.
Khanduri is now developing a web show along KV Vijayendra Prasad (writer of Bahubali / Bajrangi Bhaijaan) and planning his 3rd film a unique social thriller, whose shoot begins soon now.