Penn was born on August 17, 1960 in Los Angeles County, California, the middle son of actor and director Leo Penn and actress Eileen Ryan (née Annucci). His older brother is musician Michael Penn. His younger brother, actor Chris Penn, died in 2006. His paternal grandparents were Jewish emigrants from Lithuania and Russia, while his mother is a Catholic of Italian and Irish descent.
Penn was raised in a secular home and is an agnostic. He attended Santa Monica High School and began making short films with some of his childhood friends, including actors Emilio Estevez and Charlie Sheen, who lived near his home.
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