Born on March 17th, 1955 in Blue Island, Illinois. His family later moved to Highland Park, where he attended high school. He was something of a rebel, playing in bands but paying little attention to school. Gary and some friends tried out for "West Side Story" as a lark, but Gary was hooked on acting for life by closing night.

Gary credits his love for theatre to his drama teacher, Barbara Patterson. In 1974, Gary, Terry Kinney, and Jeff Perry founded the Steppenwolf Theatre Company in Chicago. Initially performing in a church basement, the company grew and gained stature in the Chicago area. In addition to acting in many plays, Gary also directed some of Steppenwolf's most notable productions, including Sam Shepard's "True West". The company made its Broadway debut with that production, starring Gary and John Malkovich.

Gary's Hollywood career also started in the director's chair with two episodes of the stylish TV series "Crime Story" (1986) followed in 1988 by the feature Miles from Home (1988 starring Richard Gere. Gary's first feature film as an actor was the World War II fable A Midnight Clear (1992) in 1992. That year also found Gary combining his acting and directing talents with the critically acclaimed Of Mice and Men (1992). His first real notice by the public came in 1994, however. He starred in the blockbuster miniseries "The Stand" (1994) (mini), rapidly followed by his bravura performance as Lt. Dan in Forrest Gump (1994). His portrayal of the disabled, emotionally tortured veteran earned Gary numerous awards and an Oscar nomination. Busy 1994 was followed by busy 1995, first reuniting with Tom Hanks in Apollo 13 (1995) and then starring in the HBO film Truman (1995) (TV) which earned him the Golden Globe and Screen Actors Guild Awards and an Emmy nomination.

Gary is married to Moira Harris, an actress and original member of the Steppenwolf company. They have three children, Sophie, McCanna, and Ella. Gary's father is the film editor Robert L. Sinise, A.C.E.