Joseph Alberic Twisleton-Wykeham-Fiennes was born on 27 May 1970) in Salisbury, Wiltshire, England, the son of Mark Fiennes (1933–2004), a farmer and photographer, and Jennifer Lash (1938–1993), a writer. His siblings are actor Ralph Fiennes, directors Martha Fiennes and Sophie Fiennes; composer Magnus Fiennes; and conservationist Jacob Fiennes, Joseph's twin brother. They lived mainly in Suffolk as children. His cousin is Sir Ranulph (Ran) Fiennes, a decorated English explorer.
Fiennes trained to be an actor at the Guildhall School of Music and Drama in London, graduating in 1993.