He has a daughter, Lily Mo, born January, 1999 with his former long time girlfriend Kate Beckinsale. Lily lives with her mother.

Became an Associate Member of RADA.

Brought up in Port Talbot, the Welsh town that famously produced Richard Burton and Anthony Hopkins.

Brother of Joanne Sheen.

In 1997, as both actor and director, he ran Thin Language, a Welsh theatre company co-jointly with Simon Harris, and mounted a production (directed by Sheen) of Harris's play Badfinger at the Donmar. He also joined forces with Helen McCrory and Robert Delamere to set up a new writing production company called Foundry that same year.

He was nominated for a Laurence Olivier Theatre Award in 2000 (1999 season) for Best Actor for his performance in Look Back in Anger at the Royal National Theatre, Lyttelton stage.

Has the distinction of having twice portrayed British Prime Minister Tony Blair in The Deal (2003) and The Queen (2006). Stephen Frears directed both projects.

He was nominated for a 1999 Laurence Olivier Theatre Award for Best Supporting Performance of 1998 for his role in Amadeus.

He was nominated for a 2004 Laurence Olivier Theatre Award for Best Actor of 2003 for his performance in Caligula at the Donmar Warehouse.

One of 115 people invited to join AMPAS in 2007.

Graduated from RADA.