An award-winning writer and filmmaker, Shah is the London-born daughter of an Afghan-Scottish father and Indian- British mother. She studied Arabic and Persian at University before becoming a journalist. Her work has consistently taken her to the war-torn zones of Asia and the Middle East, including a period spent undercover in Afghanistan filming women in private for the award-winning Beneath the Veil. Her return to Afghanistan for the film Unholy War, was directed and filmed by collaborator James Miller.

In 2003, while filming their project on the Israel-Palestine conflict, Miller was shot and killed by an Israeli soldier while leaving an area where they had been shooting. The resulting film, Death in Gaza, has screened worldwide and also won several awards.

Shah's book about her experiences in Afghanistan, The Storyteller's Daughter, was published in 2003.