Belkhodja was brought up at the family home located within the old Medina of Tunis, and these surroundings were to have a profound effect upon him.
Having left the School of Fine Arts in Tunis, he travelled to Rome and Paris, where he was captivated by the work of the French artist Robert Delauney and the Russian artist Wassily Kandinsky. The influence of both can be seen in his later paintings, where he combined a keen sense of abstraction and use of colour with indigenous Tunisian and Islamic influences. He is known for his abstracted cityscapes of North African medinas, which also recall the ornamental Arabic script known as square or labyrinthine kufic.
The idealized city seen in his paintings was to be given physical form: together with the architect Slah Smaoui, he built the Ken village of traditional arts near Bouficha in Tunisia. Like the earlier buildings of the celebrated Egyptian architect, Hassan Fathy, the village is a modern reinterpretation of local traditional architecture.