Sheen was born in Newport, to Irene and Meyrick Sheen, both of whom worked in personnel management. His father is also a part-time professional Jack Nicholson look-alike. He has a younger sister, Joanne. When Sheen was five, the family moved to Liverpool, where he became a lifelong Liverpool F.C. fan by watching the side of the 1970s. Three years later, the family returned to his parents' home of Port Talbot, where he attended Glan Afan Comprehensive School and played football for Baglan boys club. Sheen was offered a trial at Arsenal FC after being spotted by the father of Tony Adams during a family holiday at Pontin's on the Isle of Wight, but chose to pursue an acting career instead. "I was wearing a Swansea kit at the time, so everyone called me Swansea, which I hated. Tony Adams was playing against me and I skinned him a few times, so I must have made an impression." Deciding not to take the trial as it would have meant the family leaving Port Talbot for London, he lost interest in football in his early teens as football became a more physical game. Sheen became interested in the theatre through both school study and parents being members of the local amateur dramatic group, which resulted in Sheen joining the West Glamorgan Youth theatre, where he was a contemporary of writer Russell T Davies. After leaving school Sheen accepted a place to study acting at the National Youth Theatre of Wales in Cardiff, and then trained at the internationally renowned Royal Academy of Dramatic Art.