He was born in Aberdare, the son of 1952 Summer Olympics gold medallist showjumper Sir Harry Llewellyn, 3rd Baronet and the Honorary Christine de Saumarez, who was the daughter of the 5th Baron de Saumarez, a family from Guernsey with British naval ties. Llewellyn grew up at the family homes of Gobion Manor and Llanfair Grange, both near Abergavenny, and was educated at Hawtreys Preparatory School and Eton College.
He then attended Aix-en-Provence University in Southern France and worked as a travel agent, journalist, male model and as the social secretary of the Clermont Club and the Dorcester club
He did not complete his time at Eton, being moved to Milton Abbey School. Llewellyn was a Knight of the Order of Street Lazarus of Jerusalem, a humanitarian charity, and in 1992 drove relief convoys in Yugoslavia. A supporter of the United Kingdom Independence Party, he stood in the National Assembly for Wales election, 2007, as a candidate for the party in Cardiff North where he came last and polled 3.7% of the vote.
In 1980, Llewellyn married Vanessa Mary Theresa Hubbard, born on 21 February 1958, a niece of the 17th Duke of Norfolk, with whom he had two daughters, actress Olivia Llewellyn (b 1982) and Arabella (b 1983).
In 1999, Llewellyn inherited the Llewellyn Baronetcy upon the death of his father, along with a home in Aberbeeg, near Abertillery. The brothers fell out, with many of their comments aired in the tabloid press
In 2008, on the news of Llewellyn"s failing health, the brothers finally reconciled. Dai Llewellyn died of bone cancer, aged 62, on 13 January 2009, at Edenbridge and District War Memorial Hospital in Kent.
His funeral was held at Street Mary"s Church, Coddenham, near Ipswich.
