"After receiving numerous awards and recognition all over the world, including the Grammy Award, I do feel incomplete when my own government does not recognise my efforts and my art," the music composer told PTI.
Kej is the fourth Indian to have won the Grammy. The other three are Ravi Shankar, Vishwa Mohan Bhatt and A R Rahman.
"I am the youngest person in India to have won this prestigious award," he said.
The music producer said the Karnataka government has recognised his work and he was felicitated by Chief Minister Siddaramaiah.
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He said the Grammy Award is not just a personal victory, but a victory for India.
"This Grammy Award is not just a personal victory, but a victory for India, Indian music and musicians... My Grammy winning album 'Winds of Samsara' was based on the ideals of peace by Mahatma Gandhi and Nelson Mandela," he said.
Kej said the album has once again reiterated the importance of Gandhi's ideals, which are even more relevant in present times.