Pandey started his career working with Delhi-based 'Legacy Entertainment', a company started by the Dalmia group to make television programs where he learned his film basics
In 2000, he moved to Mumbai, Got a chance to work in a documentary, and offered him the project. Soon he was making documentaries and ad films. Thereafter, he formed a production company, 'Quarter Inch Productions', along with a colleague Shital Bhatia, which made to make television programmes, ad films and documentaries. After which they formed, Friday Film works, which was the original producer of his debut film, A Wednesday. Film's script was inspired by the 11 July 2006 Mumbai train bombings, and a lot of information in the film, was taken from the incidents that followed the bombings.