Dr. Kheshgi received her Doctor of Medicine (M.D.), from Rawalpindi Medical College and then completed her internship in Internal Medicine and Surgery at Holy Family Hospital, Rawalpindi. She then became an instructor of Anatomy at Rawalpindi Medical College. Dr. Kheshgi earned a Master's Degree in Pharmacology for the University of Cincinnati, Cincinnati, Ohio as well as finishing basic requirements for her Ph.D. She then completed an internship and residency in Internal Medicine at St. Joseph Mercy Hospital, Pontiac, Michigan and a Fellowship in Rheumatology at the University of Texas Southwestern Medical School, Dallas, Texas. Dr. Kheshgi is Board Certified in Internal Medicine with sub-specialty certification in Rheumatology and is a Fellow in the American College of Rheumatology.

Her research includes development of assays to detect antibodies in women with endometriosis, studying fatty acid transport across cell membranes as well as studying the effects of various drugs on physiologic function. Her basic research during her residency at St. Joseph Mercy Hospital won first place at the resident research forum. Dr. Kheshgi has been voted one of the "Texas Super Doctors".