- Despite directing Drive (2011), he doesn't have a drivers' license. He failed his driving test 8 times.
- Is a big fan of Hayao Miyazaki whom he considers one of the great masters and frequently watches his films together with his daughters.
- In an interview regarding the definition and risks of beauty, regarding The Neon Demon, for the BBC, he talked about his childhood, being very hard. He was laughed at because he is dyslexic and wasn't able to read and write properly and he also wasn't good at sports. He said he didn't have a girlfriend until he was 24 and famous. But with time he learned to look at all of those "weaknesses" as strengths, the things that make him who he is.
- Is a huge fan of Stanley Kubrick's films. He often worked with the cinematographer Larry Smith, who was frequent collaborator of Kubrick, for example on Eyes Wide Shut (1999).
- He didn't learn to read until he was thirteen.
- Favorite movies are Valley of the Dolls (1967), Beyond the Valley of the Dolls (1970), The Texas Chain Saw Massacre (1974), Carrie (1976), Suspiria (1977), The Shining (1980), Escape from New York (1981), Casino (1995), and Eyes Wide Shut (1999).
- In 2009, he was to develop a film biopic on the life of polemic and controversial English occultist, Aleister Crowley, with Tom Hardy (whom he had worked with on Bronson) as Crowley. As of 2016, the project hasn't been brought to fruition.
- Of his Pusher trilogy, he prefers the third movie, because it's the most experimental and risky one.
- He and his wife Liv Corfixen are the subjects of a theatrical documentary called Gambler (2006). The documentary follows the couple from their financial struggle after the failure of Fear X (2003) to the successful completion of the "Pusher" trilogy.
- Is color blind and can only perceive contrast.
- Lars von Trier offered him a chance to direct Dear Wendy (2005), but he turned it down.
- Is a huge fan of John Carpenter's Escape from New York (1981).
- Owned a film company called Jang Go Star, which went bankrupt.
- Avid toy collector. In particular Japanese robots, Dr. Who Daleks, and replica Thunderbird vehicles.
- He has expressed a desire to make a superhero movie. He at one point wanted to direct Wonder Woman (2017).
- Member of the 'Academy of Motion Picture Arts and Sciences' (AMPAS) since 2016.
- He's a fan of Breaking Bad (2008).
- He has said that he would like to make a film adaptation of the DC Comics heroine Batgirl.
- In his native Denmark, Nicolas is known as l'Enfant Sauvage (the Wild Child).
- In 2003, a biography, written by famed journalist Henrik List, was published about Nicolas, spanning his earlier years from Pusher (1996) to Fear X (2003).
- His favorite films and major influences include Alien (1979), Beauty & The Beast (1946), Cloverfield (2008), The Holy Mountain (1973), La Dolce Vita (1960), Man On Fire (2004), The Night Of The Hunter (1955), Peeping Tom (1960), Pretty Woman (1990), Sixteen Candles (1984), The Sweet Smell Of Success (1957), The Shining (1980), Suspiria (1977), To Die For (1995), Videodrome (1983), The Texas Chainsaw Massacre (1974) and Cobra (1986).
- Half-brother of Kasper Winding. Ex brother-in-law of Brigitte Nielsen.
- In 2008, he started a new production company called JGS (Jang Go Star) with longtime friends and business associates 'Lene Borglum' and Thor Sighvatsson.
- His initials are "NWR" which by coincidence are the same letters of the music record label and genre "New Retro Wave," a genre which he arguably pioneered into the mainstream in the early 2010s.
- Son of Anders Refn.
- Appeared in a series of interviews on Den 11. time (2007), opening up about his personal issues, his artistic failing and his highly publicized fall out with actor Kim Bodnia.
- Uncle of composer Julian Winding, who has scored some of his work.
- Banned from the BBC for saying, "fuck".
- Created and owns the company byNWR and byNWR originals.
- Was rumored to be on the short list of directors for the James Bond film, Spectre (2015).
- Has directed commercials for iconic brands such as Gucci, Hennessy, Lincoln, and Prada.
- Was at one point attached to multiple remakes, such as The Equalizer (2014), Logan's Run, and Barbarella.
- Created the Image Comics series The Silence, and the upcoming series, The Terrifying Silence.
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