Payal studied Film History and Production at Vassar and later, at New York's Tisch School of the Arts. She then worked as an assistant to director Mira Nair on several of her productions, including 'Hysterical Blindness' (2002), 'Vanity Fair' (2004), and 'The Namesake' (2006). Following this, she held numerous roles within the independent film industry in New York at The Tribeca Film Festival, Independent Feature Project and the Mahindra IAAC Film Festival.
Payal Sethi made her directorial debut with the short film 'Grant St. Shaving Co.’ (2010), which won several film awards.
Her latest short film, ‘Leeches’ (2010) won the Grand Prix Internationale at the Brussels Short Film Festival, the Audience Award at the Seoul International Women's Film Festival, and the German Star of India at 13th Indian Film Festival Stuttgart 2016.