Sahi emigrated to Canada from India in 1971. He began his career as a laborer in Montreal before going on to build CF Kingsway Inc., Canada's third-largest trucking operation, then branching out into Manufacturing and real estate, to become one of the wealthiest Indo-Canadians in Canada. Sahi is a Certified General Accountant and a member of the Certified General Accountants of Ontario. In 2009, he was awarded with a fellowship designation (FCGA), by the Certified General Accountants Association of Canada.