Born in Maharashtra, Sanjay Bangar made his first-class debut with Railways at the age of 21. He used to open both batting and bowling at Railways and later went on to become one of their key members of the side. Having had a good amount of experience in the domestic circuit, Bangar was roped into India's Test squad to play England in 2001, where he made his Test debut in the first Test at Mohali.

Coming in at No. 7, he made an unbeaten hundred against Zimbabwe, in just his second Test match. Another notable performance from Bangar with the bat in Tests is his gritty 68 opening the innings against England at Headingley in 2002. His knock provided the rest of the batsmen the platform to post a huge score and India went on to win by an innings. Unfortunately, Bangar did not play more than 12 Tests as the selectors decided not to invest in him after 2002.

Bangar made his ODI debut against England at Chennai in 2002 and grabbed eyeballs on November 15, the same year. India were chasing a mammoth total in the 4th ODI at Ahmedabad. Walking in at No. 7, Bangar batted aggressively to score a fifty under pressure to help India pull off a thriller. However, his form dipped soon after and he played the occasional ODI, before featuring for one last time in 2004.

Bangar went back to the domestic circuit and continued to be an integral part of the Railways setup. In fact, he became the captain of the side and led them to victory in the 2004-05 season. He played for the Deccan Chargers in the inaugural edition of the IPL, before representing the Kolkata Knight Riders in 2009.

He was named as India-A coach, before becoming the batting coach of IPL side Kochi Tuskers Kerala in 2010. He was given the coaching role by Kings XI Punjab in 2014, for whom he bought some quality players at the 2014 auctions. The team went all the way to the final of IPL-7. In fact, Virender Sehwag, who was a regular member of the Punjab setup, went on to say, "Bangar is as calm as Gary (Kirsten)," when asked about his coach.

Bangar is currently the batting coach of India's national cricket team.