After graduating from the Tibetan school in Darjeeling, Sangay received his B.A. (Hons) and LL.B. degrees from the University of Delhi in India.
In 2004, he became the first Tibetan (among six million) to earn a S.J.D. degree from Harvard Law School and was a recipient of the 2004 Yong K. Kim' 95 Prize of excellence for his dissertation Democracy in Distress: Is Exile Polity a Remedy?