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.