Wyman lives in Gedding Hall, a country house near Bury St Edmunds in Suffolk, and in St Paul de Vence in the South of France where his friends include numerous artists. He is a cricket enthusiast and played in a celebrity match at the Oval against a former England XI, taking a hat-trick. He is a lifelong Crystal Palace F.C. fan. When on a European tour with the Rolling Stones, he feigned a toothache and said he needed to travel back to London to see a dentist when in fact he went to watch Palace at Wembley in the 1990 FA Cup Final.