Tony Leung is a Toisanese-Chinese born in Hong Kong, though his family came from Taishan, Guangdong, China. Leung's early childhood was punctuated with parents' quarrels and arguments about money. A mischievous boy in his early years, Leung's personality changed when his father, a chronic gambler, left the family when he was seven; Tony Leung and his younger sister were brought up single-handedly by their mother. Leung became a reticient, quiet child; his childhood experiences made it difficult for him to trust in marriage and paved the way for his acting career. Leung's mother worked hard to keep him attending a private school, but even so, Tony had to quit school at the age of 15 due to financial difficulties. As an adolescent he behaved himself and remained very close to his mother.
During a DVD interview on the making of Hero, he says that he sees his mother as his definition of a "hero[ine]" for having brought up two children alone. After quitting his studies, Leung worked in a variety of jobs, first as a grocer's runner at his uncle's shop, then a showroom salesman in a Hong Kong shopping centre. Tony Leung met actor and comedian Stephen Chow who influenced his decision to become an actor. The two now-superstars remain very good friends.
Tony Leung has dated Hong Kong actress Carina Lau since the end of 1989. Tony Leung had known her since The Replica in 1984 as she had been good friends with Margie Tsang, his previous girlfriend. Tony Leung worked on-screen with Lau in Replica (1984), Duke of Mount Deer (1984), "Police Cadet" (1984, 1985, 1988), The Yangs' Saga (1985), Days of Being Wild (1990), He ain't heavy, he's my father (1993), Ashes of Time (1994), and 2046 (2004).
On July 21, 2008, the couple got married in Bhutan in a royal fashion. The wedding created a media frenzy in Hong Kong, with companies spending hundreds of thousands of dollars to pursue the wedding party. According to Ming Pao Daily News, Faye Wong and her husband actor Li Yapeng had taken them to India in 2007 to visit the 17th Karmapa. The Karmapa's counsel helped them to resolve a crisis in their relationship, and he also suggested Bhutan as a wedding venue.