Jeyhun was born in Shusha, and was a brother of the great composer Uzeyir Hajibeyov. After graduating from the Russian-Tatar Azeri school in Shusha, he continued his education in Baku. Later he went to St. Petersburg under the sponsorship of oil baron millionaire Murtuza Mukhtarov where he entered the Law Department of the university there. After this, he continued his education at the Sorbonne University in Paris. For many years in Paris, he was one of the two most active authors of Kaspi Newspaper. For some time he was the editor of the daily literary-social newspaper called "Azerbaydjan" published in Russian.