As a young child, Winkelmann moved with his parents from Berlin to Rome, as his father worked as a diplomat at the Food and Agriculture Organization of the United Nations.
Stephan Winkelmann lived there for almost 20 years and graduated from the local German school.
He then began studying political science, graduating with an M. A. in Munich in 1991.
During his studies, Winkelmann served for two years in the paratroopers of the German Armed Forces in Calw, Nagold, and Altenstadt and reached the rank of lieutenant of the reserve.
working first in Munich as a sales representative for Mercedes-Benz and finally, from 1994 to 2004, for Fiat and Alfa Romeo, Lancia, and Fiat Professional, respectively.