In 1994, Swami Ajay made his first visit to Puttaparthi (ashram of Sathya Sai Baba). After many tribulations, Swami Ajay received money and instructions from Sai Baba to build an ashram in his country. He immediately set to work and made a big bhajan hall, which was inaugurated in 1996.
In 1998, Sathya Sai Baba signed the book "From Sai to Self", recounting the extraordinary adventure of Swami Ajay. Over time, the activities of the ashram grew, as well as its infrastructure. In 2007, a large villa was built on land near the ashram, intended to accommodate foreigners. In 2009, began an expansion project of the ashram on a large land located towards the sea. The activities of Swami Ajay extend well beyond the borders of Mauritius, because it makes Yagnas (rituals by fire) abroad for many years (England, Belgium, Portugal and France, in particular).