Made his debut as a filmmaker in 1990 with "Gang". The film faced delays due to Khan's ill health. The film was almost shelved, until Mashkoor Chowdhary, the assistant director of Khan completed the film in 1999.
Was a sworn enemy of Dan Dhanoa. This was due to Dan speaking about his then girlfriend Rubaina Khan ( Mazhar's ex) in print.
Had a son named Azhar with wife Rubaina. Azhar and his mother moved to America. She was briefly involved with Pakistani cricketer Imran Khan after Mazhar Khan. Rubaina was the niece of Dilip Kumar. Her younger sister Johaina Mumtaz Khan was married to Ronit Roy. Rubaina works as a Hypnotherapist in America. She is known as "Rubaina Mumtaz".
Was involved with actress Nafisa Ali in the 1980's.
Was involved with model Sabita Dhanrajgir in the 1980's.