Penn was born in Los Angeles County, California, the son of Leo Penn, an actor and director, and Eileen Ryan (née Annucci), an actress. He has one living brother, musician Michael Penn. Another brother, actor Chris Penn, died in 2006. His paternal grandparents were Jewish immigrants from Lithuania and Russia. Penn's mother is a Roman Catholic of Italian and Irish descent. According to Penn's mother, Leo Penn may have had distant Spanish ancestry, as the family's surname was originally "Piñón". Penn was raised in a secular home and is an Agnostic.
Penn was supposedly engaged to actress Elizabeth McGovern, his co-star in 1984's Racing with the Moon, after which he dated Susan Sarandon. Penn's personal life began to attract media attention when he married pop star Madonna in 1985. The relationship was marred by violent outbursts against the press, including one incident for which he was arrested for beating a photographer. It is also suggested that when Penn discovered the paparazzo in his hotel room, he hung him by his ankles from the ninth-floor balcony. Madonna dedicated her third studio album, True Blue to Penn, referring to him in the liner notes as "the coolest guy in the universe". Later in the marriage, Penn was charged with felony domestic assault, a charge for which he pleaded to a misdemeanor. Penn and Madonna divorced in 1989.
He soon began a relationship with Robin Wright, and their first child, Dylan Frances, was born in 1991. Their second child, Hopper Jack, was born in 1993. Penn and Wright married in 1996 and lived in Ross, California. On December 27, 2007, the couple's representative announced that the Penns were divorcing. However, on April 9, 2008, it was announced that the couple had ended their divorce proceedings.
During a separation from Wright in the mid 1990s, Penn dated singer and songwriter Jewel. He was also the director of the original video for Jewel's hit song "You Were Meant for Me".
He is good friends with Metallica drummer Lars Ulrich and he introduced the band at their MTV Icon Induction Ceremony in 2003.
On April 10, 2003, Penn's 1987 Buick Grand National was stolen in Berkeley, California with two firearms in the trunk. Sean also has a 1968 Chevrolet El Camino.
Along with Johnny Depp, Mick Hucknall, and John Malkovich, Penn is a part-owner of the Parisian restaurant-bar Man Ray.
His younger brother, Chris, famous for playing "Nice Guy Eddie" in Reservoir Dogs, died from an enlarged heart (drug induced) in his Santa Monica condominium on January 24, 2006.
He was a teaching Fellow for Acting and Directing at Dartmouth College, where he taught Kai Wong and Henry Gummer, son of Meryl Streep.
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