Dance has been a way of life with Jhelum Paranjape since childhood. For a number of years she performed in the dance ballets staged by the Rashtra Seva Dal Kalapathak under the direction of noted poet Vasant Bapat and tutelage of Shri Ramesh Purav. The troupe has presented several memorable shows. Maharashtra Darshan, Bharat Darshan, Shiv Darshan and Azadi Ki Jung can be cited as particularly noteworthy productions. Since 1977, She has dedicated herself to the pursuit of Odissi dance.
Jhelum Paranjape has Started her training with Guru Shankar Behera, since 1980 until his death in 2004. She took training with the doyen of Odissi dance, Padmavibhushan Guru Kelucharan Mohapatra. She has been actively performing since 1983. When she began her training in Odissi with Shankar Behera, Smita Patil was her active partner. Though Smita Patil shifted to film very soon, her mind was always into dance.
Smita Patil was Jhelum’s friend & mentor. It was through her that Jhelum was introduced to Guru Kelucharan Mohapatra. She died in 1986, Jhelum Paranjape was already teaching in a small way by then. Her memory was very much inherent in Jhelum so she wanted to give it a concrete form. That is how 'Smitalay' was formed.