Donnie Yen(甄子丹Zhēn Zǐdān)'s mother, Bow-sim Mark, is a Fu Style Wudangquan and Tai Chi grandmaster, while his father, Klyster Yen, is a newspaper editor. Yen was born in Taishan, Guangdong, China. When he was two years old, his family moved to Hong Kong, and then to Boston, Massachusetts, United States, when he was 11. His younger sister, Chris Yen, is also a martial artist and actress, and appeared in the 2007 film Adventures of Johnny Tao: Rock Around the Dragon.

At a young age, under influence from his mother, Yen developed an interest in martial arts and began experimenting with various styles, including t'ai chi and other traditional Chinese martial arts. Yen then started karate when he was nine. Yen focused on practicing wushu seriously at age of fourteen after dropping out of school. His parents were concerned that he was spending too much time in the Boston Combat Zone, so they sent him to Beijing on a two-year training program with the Beijing Wushu Team. When Yen decided to return to the United States, he made a side-trip to Hong Kong and met action choreographer(a choreographer is someone who invents the movements for a ballet or other dance and tells the dancers how to perform them) Yuen Woo-ping there. Yen finally started taekwondo on his later teens around age of sixteen.

Yen also came from a family of musicians. His mother is a soprano, in addition to being a martial arts teacher in Boston, while his father is a violinist. From a young age, he was taught by his parents to play musical instruments, including the piano.