Sudha Shah was schooled in Mumbai and received her degree in economics from Smith College. Married and settled in Mumbai, she has one son. She spent seven years researching and writing The King in Exile: The Fall of the Royal Family of Burma, a biography of the last king of Burma, King Thibaw, and his family. The book was shortlisted for the Shakti Bhatt First Book Prize 2012 and for the Tata Literature Live! First Book Award 2012.