Na Gyi was born in Yangon, Myanmar on 2 May 1981. He passed matriculation from BEHS (1), Dagon in 1998. During the study of engineering at Yangon Technology University, he left for London for further study. He studied Digital Filmmaking at Raindance, London. Na Gyi married Paing Phyo Thu, the lead actress from his debut film, Mi on 1 January 2019.