Born in the city of Kerman on March 14, 1859, in the family of the emir of Bukhara, Sayyid Muzaffar Bahadur Khan. According to contemporaries, the emir's mother, a Persian slave named Shamshat, had a rare mind and became the beloved wife of Emir Muzaffar. From the age of 14, Abdulahad Bahadurkhan was the ruler of the city of Kerman. According to Russian travelers who visited him, the heir to the Emir of the Emirate of Bukhara led a rather simple lifestyle. The young Abdul-Ahad Bahadur Khan was a big fan of riding and was considered one of the best riders in the emirate. The emir's favorite pastimes were stallion taming, falconry and horseback riding kok-buri. The future emir of Bukhara spoke his native Uzbek, as well as Persian, Arabic and Russian.

In October 1885, having learned about the death of his father, Abdul-Ahad Bahadur Khan immediately left the city of Kerman and, accompanied by 1000 horsemen, went to Bukhara. Before entering Bukhara, the new emir visited the mazar, where he performed a prayer. On the same day, he attended his father's funeral. On October 31, 1885, the ceremony of raising the emir on a felt mat took place in the Bukhara fortress.

Abdul-Ahad became the first ruler of Bukhara, whose reign was entirely in close cooperation with the imperial house of the Russian Empire, whose protectorate was accepted by his father in 1868. The first years of his reign, the emir was forced to stay in the capital of his state. However, in Bukhara itself, the emir spent no more than six months, leaving in the winter, usually for several months, to the settlements of Shakhrisabz and Karshi, and in June and July he lived in his beloved city of Kermin. Returning to Bukhara, Emir Abdul-Ahad Bahadur Khan usually stopped not in the fortress of Bukhara, but in his country palace Shirbudun. In the ninth year of his reign in 1894, having quarreled with the Bukhara clergy, the emir settled in the city of Kermin and did not return to Bukhara until his death.