Born in Mumbai, India, Shahid Parvez was initiated into the rich music of the Gharana by his father Aziz Khan, who was the son of the Sitar and Surbahar virtuoso Wahid Khan. As is the custom, Aziz Khan first initiated his son into vocal music and tabla before training him on the Sitar over many years. Incidentally, he got his vocal and Surbahar training from his own uncle Hafeez Khan, a singer and surbahar and sitar exponent and received taleem in tabla for many years from Munnu Khan of the Delhi Gharana.