Yen was born in Guangzhou, China. His mother, Bow-sim Mark, is a Fu Style Wudangquan (internal martial arts) and Tai Chi grandmaster, while his father, Klyster Yen
At a young age, under the influence of 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 kung fu when he was nine. Yen focused on practising wushu seriously at the age of fourteen after dropping out of school. His parents were concerned that he was spending too much time in Boston's Combat Zone, so they sent him to Beijing on a two-year training program with the Beijing Wushu Team.[11] When Yen decided to return to the United States, he made a side-trip to Hong Kong, where he met action choreographer Yuen Woo-ping. Yen finally started taekwondo at around the age of sixteen.