- Emigrated to New York with his mother and stepfather in 1978 but returned to Denmark as a teen; didn't make his first English-language film until 2003's Fear X.
- Made his directing debut in Denmark with Pusher (1996), the first film in a drug-dealer trilogy (the others were released in 2004 and 2005).
- Wife Liv Corfixen appears in his films Bleeder (1999) and Fear X.
- The 2006 Danish documentary Gambler follows Winding Refn and Corfixen during the filming of Pusher II and III.
- Won directing awards for Drive, a 2011 action-adventure film about a stunt driver, but doesn't have a driver's license.