Formerly in the Israeli navy, Fehr had once worked for security for the Israeli airlines in Germany. Fehr trained at the Bristol Old Vic Theatre School in England after having taken a brief drama class in Frankfurt, Germany. Fehr met his wife, Rhonda Tollefsen, at the L.A Opera, and together they have two children, a son named Atticus after the main character of Fehr’s favourite book, To Kill A Mockingbird and a daughter, Finley. Fehr has an older brother and sister, as well as a younger half-sister. Despite his character firing them in the films, Fehr has a strong distaste of guns.
Fehr has had a lasting friendship with co-star Rachel Weisz since the shooting of the first film.