Neelima Azeem was born as Kanwal Azeem to a Marxist journalist Anwar Azeem. She was a trained Kathak dancer. She was married to actor Pankaj Kapoor. Shahid Kapoor is their son. The couple separated when Shahid was three years old. She married another actor Rajesh Kattar with whom she has a son Ishaan. After their marriage ended, she married for the third time to a singer, Ustad Raza Ali Khan.