Wheldon, who was born in Emberton, near Olney, Buckinghamshire, England, took up karting at the age of four with funding from his father, he progressed through the junior ranks of motor racing during his school years. Attending Bedford School until he completed his GCSEs at age 16, he frequently took time off to race. During his early career in open wheel racing, he developed a rivalry with Jenson Button before ultimately leaving the United Kingdom to race in America. The reasoning behind the move was that the level of investment needed to fund his racing career in the UK wasn't able to be provided by his family. Moving to the United States in 1999, he spent several years in lower open-wheeled circuits like the U.S. F2000 Championship Series, the Toyota Atlantic series and the Indy Lights series.