Rex Ryan and his fraternal twin, Rob, were born in Ardmore, Oklahoma, on December 13, 1962, to Doris and Buddy Ryan. When the boys were aged two, their parents amicably divorced. Following the divorce, their mother attended the University of Chicago to earn her doctorate. Rex, Rob, and their older brother Jim moved with her to Toronto, Ontario, Canada, where she secured an administrative position at the University of Toronto.

Ryan is an avid hockey fan and has developed a notoriety of being a bandwagon jumper in recent years. Ryan has admitted he was a fan of the Toronto Maple Leafs, as a result of growing up in the city, but upon taking the Jets head coaching job, he was often seen cheering for all three of the New York metropolitan area franchises. During the New Jersey Devils run to the 2012 Stanley Cup Finals, Ryan was seen sporting the team's attire, and he was seen donning the attire of the New York Rangers two years later, during their run to the Stanley Cup Final. Outside of the playoff runs, Ryan performed a ceremonial puck drop at Nassau Veterans Memorial Coliseum on October 9, 2010, wearing a vintage New York Islanders Billy Smith jersey.  Ryan was known for a notorious incident at a Carolina Hurricanes game, as he attended the matchup with the Florida Panthers sporting a throwback Philadelphia Flyers jersey on. Upon being recognized by the fans at the arena, the team's cheerleaders approached him with a Hurricanes alternate jersey sported by the team. The incident was noted as he was seen taking off the jersey and baring his chest for the crowd to see.  Upon taking the Buffalo Bills head coaching job, Ryan changed his allegiance to the Buffalo Sabres, and he was often seen at the team's home games and sporting the team's attire. Months after being fired by the Bills, Ryan would later be seen during the Nashville Predators run to the 2017 Stanley Cup Final, wearing the team's jersey.

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