At the age of 17, Rajesh Sharma joined a drama academy where he got a chance to feature in several plays like Gudia Ki Ghar and Rangakarmi. After gaining substantial acting experience on stage, the actor moved to acting in TV serials and films. The actor made his acting debut on the silver screen with the critically acclaimed film, Maachis directed by Gulzar and co-starring, Chandrachur Singh, Jimmy Shergill, Raj Zutshi, Tabu and Om Puri. The film based on the aftermath of the assassination of the Prime Minister of India, Indira Gandhi and the subsequent Anti-Sikh riots in 1984 was a huge commercial hit and won the National Film Award for Best Popular Film Providing Wholesome Entertainment. Following his debut movie, the actor took a sabbatical for four years and made his comeback in 2000 with a Bengali film titled Paromitar Ek Din, written and directed by Aparna Sen. The film starring, Rituparna Sengupta, Aparna Sen, and Soumitra Chatterjee won several national and international awards including the National Film Award for Best Feature Film in Bengali, Ecumenical Jury Award the 35th International Film Festival of Karlovy Vary, one of the oldest in the world and Central and Eastern Europe's leading film event.