Yen aka កុំកុំ 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 (甄雲龍), was a newspaper editor. When he was two years old, his family moved to Hong Kong and then to the United States, settling in Boston when he was 11. His younger sister, Chris Yen, is also a martial artist and actress, and appeared in the 2007 film Adventures of Johnny Tao: Rock Around the Dragon.

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 Karate when he was nine. Yen focused on practicing wushu seriously at the age 14 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 4-year training program with the Beijing Wushu Team. 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.

Yen also came from a family of musicians. His mother is a soprano, in addition to being a martial arts teacher in Boston, while his father is a violinist. From a young age, he was taught by his parents to play musical instruments, including the piano. He also knows hip-hop dancing and breakdancing.