Rex Picket was born and raised in California. He attended the University of California at San Diego where he graduated summa cum laude with a Special Projects major, his diploma reading: "Specializing in Contemporary Literary and Film Criticism and Creative Writing." He moved to L.A. to attend USC graduate film school in the early '80s. He left after one year when the opportunity to make an independent feature film arose.
During the '80s Rex wrote and directed two independent feature films. The first, California Without End, was produced on a budget of less than $100K and was sold to Bavarian Radio Television. The second, more ambitious, film, titled From Hollywood to Deadwood, was a 4,000 mile road film made for just under a million. It sold to then Island Pictures (now MGM) and was theatrically released in 1990.