- Son of Irene, a secretary, and Meyrick Sheen, a former British Steel Corporation personnel manager turned professional Jack Nicholson look-a-like, he has a sister, Joanne Sheen. He was brought up in Port Talbot, the Welsh town that famously produced Richard Burton and Anthony Hopkins.
- Primary residence is in London, England. He has a daughter, Lily Mo Sheen by former long time girlfriend Kate Beckinsale. Lily lives with her mother in Los Angeles, where Sheen maintains an apartment so he can spend time with her.
- Was in a relationship with actress Rachel McAdams from July 2010 until 2013.
- Has played both a werewolf (in Underworld series) and a vampire (in Twilight Saga).
- Lived with fellow Welsh actor and friend Matthew Rhys for some time in Los Angeles. They had previously shared a flat, along with Ioan Gruffudd, when living in London.
- Portrayed British Prime Minister Tony Blair three times. In The Deal (2003), The Queen (2006) (both directed by Stephen Frears) and in The Special Relationship (2010).
- He was awarded the 2003 London Critics Circle Theatre Award and the Evening Standard Drama Award as Best Actor for his performance in Caligula at the Donmar Warehouse.
- He was nominated for a 1999 Laurence Olivier Theatre Award for Best Supporting Performance of 1998 for his role in "Amadeus".
- Two of his paternal great-great-great-grandparents, Edward Sheehan and Catherine Hickey, were Irish. The surname "Sheehan" was later changed to "Sheen".
- He was nominated for a 2004 Laurence Olivier Theatre Award for Best Actor of 2003 for his performance in "Caligula" at the Donmar Warehouse.
- Was in a relationship with Sarah Silverman from January 2014 to December 2017.
- He was nominated for a Laurence Olivier Theatre Award in 2000 (1999 season) for Best Actor for his performance in "Look Back in Anger" at the Royal National Theatre, Lyttelton stage.
- He was awarded the OBE (Officer of the Order of the British Empire) in the 2009 Queen's New Year Honours List for his services to Drama.
- In 1997, as both actor and director, he ran "Thin Language", a Welsh theatre company co-jointly with Simon Harris, and mounted a production (directed by Sheen) of Harris's play "Badfinger" at the Donmar. He also joined forces with Helen McCrory and Robert Delamere to set up a new writing production company called "Foundry" that same year.
- After being born in Newport his parents moved to Liverpool then later to Port Talbot.
- His favorite film is A Matter of Life and Death (1946). Other favorite films include Apocalypse Now (1979), Close Encounters of the Third Kind (1977), 12 Monkeys (1995), and The Last Temptation of Christ (1988).
- Finishing his run as David Frost in the West End production of "Frost/Nixon", and preparing for its Broadway transfer. (February 2007)
- A talented footballer, Sheen was scouted and offered a place on Arsenal's youth team at the age of 12, but his family was unwilling to relocate to London. He later said he was grateful for his parents' decision he doesn't believe he would have been able to play professionally.
- Played both a vampire elder and werewolf elder in separate movie series. In the Underworld series, he was the first werewolf who could turn from human into werewolf and back at will, leading a war against the vampire covens who had oppressed werewolves, but in the Twilight series, he was the head of a vampire coven who fought against werewolves, and the vampires who sided with them.
- One of 115 people invited to join AMPAS in 2007.
- As of 2014, has appeared in three films that were nominated for the Best Picture Oscar: The Queen (2006), Frost/Nixon (2008) and Midnight in Paris (2011).
- He has said that his favorite film of all time is A Matter of Life and Death (1946).
- Has a daughter, Lyra Arwen Ingrid Sheen, with Swedish actress Anna Lundberg born September 23, 2019.
- Graduated from RADA. Later became an Associate Member of RADA.
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