- Uses the name Yuen in honor of his teacher, Jim-Yuen Yu. Several other graduates of the China Drama Academy like Biao Yuen and Wah Yuen also use the honorific, while fellow alumni Jackie Chan and Sammo Kam-Bo Hung no longer use their mentor's name.
- He usually speaks Cantonese during a recorded behind-the-scenes commentary of one of his movies, such as Romeo Must Die (2000) and Kiss of the Dragon (2001), mainly because he does not speak English very well.
- Attended Chinese Drama Academy Peking Opera School with Jackie Chan, Sammo Hung and Yuen Biao.
- Director Corey Yuen had wanted Korean martial arts director/action actor Won Jin to star in Fong Sai-yuk 2 alongside Jet Li, but due to other commitments he was unable to participate.
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