His literary influences included Frederick Marryat, R. M. Ballantyne, G. A. Henty, and H. Rider Haggard. After graduation with a Master of Arts degree from St. Catherine's College, Oxford, a non-collegiate college for poorer students, Percy worked as a boarding school teacher for a few years, during which he married Alice Shovelier, and had a daughter (Estelle, born 1901). In 1903 he joined the Indian Education Service as headmaster of Karachi High School (now Pakistan). While in India, he joined the Poona Volunteer Rifles with the rank of Captain, before his service was terminated in October 1915 after sick leave. He resigned from the Indian Education Service in November 1917. It is presumed that his wife died in India, for no record of her return to Britain has been found; his daughter having died in England in 1942. From there it is claimed that he joined the French Foreign Legion for a single tour of five years though he would have been 42 years of age on enlistment, somewhat older than the usual recruit. He lived out the remainder of his life in England concentrating on his literary career. One of the few photographs of Wren known shows a typical British officer of the Edwardian era with clipped moustache, wearing plain dark blue regimental dress.
Wren was a highly secretive man, and his membership of the Legion has never been confirmed. When his novels became famous, there was a mysterious absence of authenticating photographs of him as a legionnaire or of the usual press-articles by old comrades wanting to cash in on their memories of a celebrated figure. It is now thought more likely that he encountered legionnaires during his extensive travels in Algeria and Morocco, and skillfully blended their stories with his own memories of a short spell as a cavalry trooper in England. While his fictional accounts of life in the pre-1914 Foreign Legion are highly romanticised, his details of Legion uniforms, training, equipment and barrack room layout are generally accurate.
Isabel was his second wife. She had previously been married to Cyril Graham Smith, a civil engineer employed in the Indian educational service at Poona. In 1927 Graham Smith filed for divorce, with Wren named as co-respondent.
The divorce was granted, and a letter by Isabel to Ronald Colman (who played Beau Geste in the silent film) in 1929 on behalf of her "seriously ill" husband, suggests she and Wren had married at least as early as 1928 (actual date 03 Dec 1927). "Isobel" was the heroine of "Beau Geste". At his death Wren was also survived by his son Percival Rupert Christopher Wren, born in Karachi, 1904. He was married to an American actress, Judith Wood