Sahay was the elder brother of Bhagawan Sahay, also an ICS officer and a former Governor of Kerala and Himachal Pradesh. Vishnu Sahay studied at the SM College, Chandausi and at the Oxford University. He was a member of the 1925 batch of the ICS, passing the exams on 16 October of that year. Somewhat unusually, he was never awarded any of the honours which a civilian of his long service would have normally received.