When asked about it, Sanjay Khan says, `I have always loved riding horses. I feel they are beautiful and riding them gives me immense pleasure.'' Speaking of his favourite horse Prince Khartoum, Sanjay Khan. He said, `It was mere coincidence that I bought Prince Khartoum. There was a guest at my house and he was going to the race course while I was going to visit my wife at the hospital. It was the time when Farah was born. When I dropped by the race course, I saw my friend Harish Mahindra (Anand Mahindra's uncle) who took me to the side and convinced me to buy the horse he had bought from the Maharaja of Gwalior at Rs. 1,65,000 then. Today, the horse is worth a 100 crores. When I told my wife, she berated me buying a horse so expensive but Prince Khartoum was worth it.''
He further added, "Prince Khartoum was destined to become the biggest champion. He won the Bangalore Derby, the Indian Blue Ribbon Derby followed by the Invitation Cup in Chennai. The audience will definitely love the story I have written about Prince Khartoum in my book. The intrigue, the politics, the triumphs and the challenges I had to face to own a champion horse is no easy feat. The whole word was trying to suppress me. All the horse lovers would love to read that chapter!"
Published by Penguin India, The Best Mistakes of My Life authored by Sanjay Khan, was launched on 28th October, 2018.