The world of Odissi dance started exploring to her from the year 1977, when she began her training in this traditional art form under the guidance of Guru Shankar Behera. Afterwards she received training from the maestro of Odissi dance, Late Padmabibushan Guru Kelucharan Mohapatra. Since the year 1983, Jhelum Paranjape has been actively performing Odissi on the stage. At the time when Jhelum Paranjape started her training, veteran actress Smita Patil was also accompanying her. Later on Smita Patil shifted her focus to films. But they remained good friends forever. It was Smita Patil who introduced Jhelum Paranjape to Kelucharan Mohapatra. As in the year 1986, Smita Patil passed away; Jhelum Paranjape was deeply mourned with the incident. Memory of Smita Patil moved her to the creation of 'Smitalaya'. On her own words, 'Her memory was very much inherent in me - I wanted to give it a concrete form. That is how 'Smitalaya' was formed'.
'Smitalaya' aims at "to teach Odissi and broaden the concept of dance (in general) as a visual communicator & educator". The training in 'Smitalay' has been given in two fold, "The training imparted is two fold: To produce aesthetically & technically good dancers who become professionals and at the same time bring an awareness of our cultural heritage amongst the youth". Jhelum Paranjape is the director of 'Smitalaya'. Some noted production composed by 'Smitalay' are, Jatayu Moksha; Leelavati; Rasamanjari (Odissi set to traditional Hindi songs); Prerana (Traditional Odissi items in a group format); Rang Tarang (Odissi set to Marathi songs); Uma; Narmada; Bahinaai; Bollywood Hungama Odissi Ishtyle.
Jhelum Paranjape has executed her performances at many prestigious festivals and occasions. They are: Pradakshina - New Delhi, festival celebrating the 75th birthday of Guru Kelucharan Mohapatra; Khajuraho Dance Festival; Music Academy, Chennai; NCPA, Mumbai; Konark Festival, Bhubaneshwar; Dasshera Festival, Mysore; Festival of South Central Zone Cultural Center at various places in India; Chaitanyamay Bharat Festival, Nehru Center, Mumbai; Kaveer Festival, MTDC, Kolhapur; Sankat-Mochan Festival, Varanasi; etc .
Apart from participating in those festivals, Jhelum Paranjape has also executed many solo dance performances in many occasion. She has performed at the conferences organized by Hindustan Lever, BARC, TIFR etc. Jhelum Paranjape, as the member of group Odissi performances, exhibited at various occasions. She has also conducted several lecture demonstration at many dance circles and organizations. "Spicmacay" is to mention one of them. Guru Kelucharan Mohapatra has composed many dance ballets where Jhelum Paranjape has participated. One of the most appreciable amongst the role played by her is the role of Krishna in Jayadeva's Geet Govind.
As a recognition of this illustrious Odissi dancer, she has been conferred many accolades. Acknowledging her talent she has been selected as the grade 'A' artist of Doordarshan. The ICCR has also empanelled her name as recognition of her contribution to this domain. For her creative choreography to enrich this traditional dance form and also for promoting this art form she has been conferred the 'Kumar Gandharva Award'. It has been said that with her initiative the rich heritage of Odissi dance form became popular throughout Maharashtra.
Apart from being honored for her excellency in performing dance, Jhelum Paranjape has also been awarded the Rotary Award for vocational excellence. Guru Pankaj Charan Odissi Research Foundation, Bhubaneshwar in the year 2005 has conferred the 'Mahari Award 2005' to her for her outstanding contribution into the field. 'Mahari Award' is a prestigious award dedicated to the memory of Maharis, who were the spiritual dancers of Lord Jagannath Temple. It is from there the Odissi Dance had its origin. This award has usually been dedicated for those professional solo Odissi dancers who have enriched the rich heritage of this art form with their outstanding contribution.
But today, Jhelum Paranjape's professional interests shifted beyond the solo dance performances. She is in the process to recreate the 'traditional Odissi repertoire in a group format'. For that she has under taken a number of choreographic projects for different performing art forms. Plays, ballets, advertising films, feature films, television serials, puppet shows, theme-based choreographies for corporate houses, companies, award functions etc are the choreographic projects, which she has undertaken.