- Father died when he was a year old and was raised by his mother, who was a lawyer before working at the U.S. Customs Department, and his aunt, a one-time nurse.
- In 2006, he became the first African American to play Felix Leiter in an official James Bond film (Casino Royale (2006). Bernie Casey played Leiter in the unofficial Never Say Never Again (1983).
- Won Broadway's 1994 Tony Award as Best Actor (Featured Role - Play) for Tony Kushner's "Angels In America: Perestroika," a role he recreated in the television mini-series version, Angels in America (2003). In 2002, he was nominated for Tony's Best Actor (Play) Award for "Topdog/Underdog."
- The only original cast member from the play Angels In America to appear in the film version Angels in America (2003).
- His cousin, Brian Wright, was the boy who portrayed young Basquiat (1996) at the beginning of that film. The production team needed a child to portray Basquiat who also looked like Jeffrey Wright. Because of this, Jeffrey asked his cousin to do the job.
- He appeared in three films with Daniel Craig in as many years: Casino Royale (2006), The Invasion (2007) and Quantum of Solace (2008).
- He has played the role of James Bond's ally Felix Leiter in three films, more than any other actor.
- He played CIA Agent Felix Leiter in both Casino Royale (2006) and Quantum of Solace (2008). This made him only the second actor in the history of the Bond franchise to play the role more than once. David Hedison had previously played the role in both Live and Let Die (1973) and Licence to Kill (1989). Unlike Hedison, Wright played Leiter in two consecutive films. Hedison's two appearances were separated by 16 years, 8 films and one other actor (John Terry).
- Although he alters aspects of his physical appearance for each role, his voice is often unrecognizable from one role to the next. The voices of Belize, with his intelligent, acerbic wit in Angels in America (2003), to Peoples Hernandez whose vicious macho confidence is conveyed through his Latino accent in Shaft (2000) to Al Melvin The Manchurian Candidate (2004), whose deep grumblings heartbreakingly represent the state of a destroyed man.
- Graduated from prestigious St. Albans School for Boys in Washington, DC.
- He has two roles in common with David Oyelowo: (1) Wright played Martin Luther King in Boycott (2001) while Oyelowo played him in Selma (2014) - in both productions, Carmen Ejogo played King's wife Coretta Scott King and (2) Oyelowo played Muddy Waters in Who Do You Love (2008) while Wright played him in Cadillac Records (2008).
- Graduated from Amherst College in Massachusetts in 1987.
- Studied Political Science at Amherst College in Massachusetts.
- Attended New York University on a theatre scholarship, but dropped out after only two months to act full time.
- He received an honorary degree from Amherst College in 2004.
- He was awarded the 1994 New York Drama Desk Award for Best Supporting Actor in a Play for "Angels in America: Part Two: Perestroika," on Broadway in New York City.
- Nominated for the 2018 Emmy Award in the Lead Actor in a Drama Series category for his role as Bernard Lowe in Westworld (2016), but lost to Matthew Rhys from The Americans (2013).
- Is friends with Adrian Pasdar.
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