But Manchester-based Fury is proud of his upbringing.
"I do want people to realise that there is more to the way I live than a big wedding, 'grabbing' and hundreds of kids without shoes running all over the place," he told the Independent in 2011.
"It's my life and it's what I am and even if I had £10 million I could still sleep in a caravan," he added.
That scenario is no longer a hypothetical for Fury, who netted £4 million ($9.2 million) for his world title showdown with Klitschko.
2. He's named after Mike Tyson
Bear in mind Fury was born in 1988, when "Iron Mike" was in the prime of his career before the ear-biting controversy and his rape conviction in 1992.
Of his namesake, Fury says:
"Doing controversial things in life is what you'll be remembered for, not for how kind or how nice you were. People think of Mike Tyson and they don't think 'youngest heavyweight world champion ever', they think of him raping someone, biting someone's ear off, being the baddest man on the planet."
3. His family has a strong history in boxing
Fury's father, Gypsy John, was a bare-knuckle fighter who moved into professional boxing in the 1980s.
Gypsy John recently served a five-year sentence in prison for a fight that ended with a man losing an eye. According to one view, a long-running and predictable family feud ended when three men got into a fight with Gypsy John. It was brutal, with grown men desperately grappling and biting each other's faces; a man lost an eye.
But anyone insulting Fury's father would touch a severely raw nerve with the son who worships him.
"My dad did what he had to do. It's not been easy."
Fury is trained by his uncle, Peter, and is also a distant relative of Bartley Gorman, a champion bare-knuckle boxer known as the King of the Gypsies.
4. He's loves a good singalong
Following yesterday's win, the 2.06m Fury celebrated by belting out the Aerosmith classic I Don't Want To Miss A Thing in front of the 50,000 strong crowd, dedicating the song to his wife Paris, who is pregnant with their third child.
Bursting into song is something of a trademark for Fury. He performed The Wind Beneath my Wings at a pre-fight press conference and always performs in the ring following a victory.
5. He has some controversial views
Fury may have lost a fair few supporters after launching into astonishing rants about homosexuality, paedophilia and devil worship in an interview with the Mail on Sunday earlier this year.
"There are only three things that need to be accomplished before the devil comes home," he said.
"One of them is homosexuality being legal in countries, one of them is abortion and the other is paedophilia. Who would have thought in the 50s and 60s that those first two would be legalised?
"When I say paedophiles could be made legal, it sounds crazy. But if I had said to you about the first two being made legal in the 50s, I would have been looked upon as a crazy man."
