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Mauricio was born in Curitiba, Brazil. His family also lives in Curitiba. His father is a successful businessman that runs his own business. His mother was a track athlete and is currently a marathon runner. The Rua brothers occasionally run marathons as well. He has an older brother Murilo (born 1980) and a younger brother Marco "Shaolin" Rua. Both are mixed martial artists training at Chute Boxe, though Marco does not compete on a professional level.
Shogun himself has stated that he began training in Muay Thai at the age of 15, and began training in Brazilian Jiu-Jitsu at 17. (In contrast, Pride announcer Mauro Ranallo once claimed that Shogun began training Brazilian Jiu-Jitsu (BJJ) at the age of six and Muay Thai at seven, and achieved a 10-0 Muay Thai record.) He was very successful in BJJ championships at the Blue and Purple belt level. Rua followed his older brother's footsteps after Murilo started training at the Chute Boxe Academy. In addition to Muay Thai and Brazilian Jiu-Jitsu, he also currently trains in wrestling and western boxing.