Born on August 16, 1955 in Highland Park, Illinois.
Perry grew up in Highland Park, Illinois, where his father was a teacher at Highland Park High School.
At a young age, his elder sister Jo took him to an audition at Ravinia Festival where American Conservatory Theater was staging Luigi Pirandello's Six Characters in Search of an Author. He auditioned and got the part.
He is one of the original co-founders of the Steppenwolf Theatre Company in Chicago, Illinois. Perry and schoolmates Gary Sinise and Terry Kinney started the company in a city church basement. It has since grown into a notable national theater company that includes John Malkovich, John Mahoney, and Joan Allen. Perry remains an Executive Artistic Director along with co-founders Kinney & Sinise.
After spending nearly two decades with Steppenwolf, Perry made the move to Los Angeles in 1987 to pursue film and television work. Perry is perhaps best known as the diehard Grateful Dead fan and police inspector Harvey Leek on the Don Johnson police show Nash Bridges. He was a prickly superior to Kevin Bacon's detective in the thriller Wild Things (1998). Many of his television and film credits include The Human Stain (2003) and The Grifters (1990) as well as appearances on The West Wing (TV series)|The West Wing (1999), Lost (TV series)|Lost (2005), My So-Called Life (1994), Raines (2007), Cold Case (2006) and as Meredith Grey's father on several episodes of Grey's Anatomy (2006). Recently, he replaced John Billingsley in the role of Terrence Steadman in the critically-acclaimed TV show Prison Break.
Jeff has also been in multiple stage productions. These include Time of your Life (in San Francisco and Seattle), Grapes of Wrath (Broadway and London), and The Caretaker (Broadway).