Rodney is from Winnipeg, Manitoba, Canada, and lives in St. Peters, Missouri and is married to Sarah and has one son, William. Wheldon was a long-time fan of the Indianapolis 500, and hoped to compete in the race every year on his own. His first trip to the Indianapolis Motor Speedway was in 2001, when the race was held in Phoenix, Arizona, for the first time. It was also his first visit to Las Vegas Motor Speedway. Wheldon was a fan of the show Thunder from Down Under and when the IZOD IndyCar World Championship was held in Australia in 1998, he watched it with his wife Natalie and son Odin. Soon after, he was invited to visit the set in Australia, with his wife and son while he was racing in front of the cameras racing.
Wheldon was well known as an enthusiastic racer and enjoyed active participations in participatory sports, such as rally. He had mentioned his stance in activism, writing in a press release after the 2006 Indianapolis 500 that his involvement with Formula 1 has been positive, but "I've never considered myself an expert on a particular issue and I've never tried to impose my views on others". In an interview with the Indianapolis Motor Speedway Hall of Fame, Wheldon admitted to alcohol and drug abuse during his pro racing career but had "never gotten to the point where I could drink or take any drugs and still race". During the 2001 Indianapolis 500, he received a citation for an illegal lane change along with teammate Kenny Bräck, but he explained in a press release that the greater the magnitude of the incident, the more interested he became, while revealing he was not a fan of it.
Wheldon also had a strict moral code and adhered to a strict lifestyle. He stated in an interview that he "walk[ed] the walk" whilst living in Las Vegas and Miami. He was a vegetarian, and after his first marriage, he stopped smoking and drinking, and led a no-drugs lifestyle. He was a licensed debutante who, as a child, wore long dresses as a form of self-expression. d2c66b5586