Yen describes himself as a mixed martial artist, and this is evident from his style. He learned wushu from a young age, under his mother's tutelage. He then went on to learn taekwondo in his teenage years, and currently holds a 6th degree black belt in taekwondo. When he was a teenager, he obtained a medal in a wushu competition held in the United States, known as Boston Combat Zone. At the time, the Beijing wushu team had a scout in the United States, and invited Yen over to Beijing, China, where he began training at the Beijing Sports Institute, the same facility where champion-turned actor Jet Li trained; this is where the two of them crossed paths for the first time.
Yen later went on to discover and to seek knowledge on other martial arts style, he would later obtain belts from judo and Brazilian Jiu-Jitsu, and went on to study the art of parkour, wrestling, Muay Thai, kickboxing and boxing under various trainers. His exposure of mixed martial arts (MMA) was heightened when he went back to the United States from 2000 to 2003, while making his Hollywood debut, he also took time off to learn the various martial arts form. The progress was evident when he returned back to Asia, where he implemented his new found knowledge of MMA showcased in films such as SPL: Sha Po Lang (2005) and Flash Point (2007).
Near the end of 2007, Yen added a new martial arts system to his arsenal. He was offered the role of Wing Chun grandmaster and Bruce Lee's mentor, Ip Man, in a 2008 film named after the grandmaster. He worked hard and studied Wing Chun under Ip Man's eldest son, Ip Chun for 9 months before tackling the role. Ip Chun has since praised Yen for his effort, and complimented that Yen is a great martial artist and a fast learner, and has managed to grasp the full concept of Wing Chun much faster than anyone he has taught.
Yen believes in practical combat, and in his opinion, MMA is the most authentic type of practical combat. He has particular interest in the art of Brazilian Jiu-Jitsu and has obtained a purple belt. He has mentioned that he would have entered the Octagon, joining the Ultimate Fighting Championship if he did not have a recurring shoulder injury.
Yen's philosophy is that, even though there are many technical aspects of the various martial arts form, however the most effective form of combat is when the strength of the martial arts are added together, when various martial arts work together harmoniously. The essence of martial arts is the flow, the flow or images, the flow of music, the flow of communication between an artist and the audience. Martial art is a form of expression, an expression from your inner self to your hands and legs. Yen has a famous quote, "When you watch my films, you're feeling my heart."