She was born in Cuttack, Orissa, the youngest of three children, born into a family of academicians and aristocrats. Her mother came from a feudal Zamindar (aristocrats) background and her father, the late B.C.Jena was a spiritually inclined person and a Civil Engineer by profession and after his retirement learned Homeopathy and became a practising Homoeopath. He also became the President of the Nigamanand Ashram, Cuttack.
Bijaya, since her earlier days harboured a dream of entering the field of Nuclear Physics. But fate, it seems, had a diametrically opposite plan for her. Her highly orthodox and traditional family was shocked when Bijaya, in her teens, expressed her intention to join a course in Acting. In those days in a place like Orissa, the Film Industry was regarded with disdain and looked down upon. And for a young teenager, especially a girl, from an aristocratic, academically inclined family, to enter this field was unthinkable and scandalous. But inspite of stiff opposition, Bijaya was firm in her decision and she enrolled in the Film Institute of India for a Diploma Course in Film Acting.
Bijaya became a celebrated actress in the Oriya Film Industry and soon won the State Award for Best Actress for her performance in JAGA BALIA.
She went on to work in a number of Hindi and Oriya Feature Films, Television Serials and Plays, of which HAKIM BABU (Oriya Film) received the National award for the Best Oriya Film.
Has also acted in Ismail Merchant's British Film, THE DECEIVERS, directed by Nicholas Meyer.
Bijaya has always been attracted to spiritualism and the mystical. She participated in a Science and Religion Conference - the International Transpersonal Association Conference whose focus was on the amalgamation between science and spiritualism. Here she interacted with well known personalities in the field of Science and Religion.
She also did a course in EST by Warner Erhard.
Bijaya Jena was on the Governing Council of the Film & TV Institute of India from 1992-95 and on the National Feature Film Awards Jury in 1993.
Bijaya had entered the Indian Film Industry in the eighties when Industry was going through a transition and the New Wave Cinema or Serious Cinema (or Art Cinema) which had flourished through the 50s and 60s (under the aegis of Satyajit Ray and Mrinal Sen and Shyam Benegal) was floundering and dying in the eighties.
So she decided to embark upon making her own films.
In 1992 Bijaya made her directorial debut with the Oriya feature film TARA.
In 1997, she scripted, directed and produced her second film ABHAAS (PROLOGUE). Both the films participated in festivals abroad and received critical acclaim.