Henry-Alex Rubin studied film at Phillips Academy, Andover and Columbia University. The son of a French mother and American father (art historian James H. Rubin), he spent his life between Europe and the United States.

Henry-Alex directed the humorous cult film Who is Henry Jaglom? (PBS, First Run Features, w/ Candice Bergen, Dennis Hopper) produced Freestyle (Palm Pictures, w/ Mos Def, The Roots, Biggie), which won Best Documentary at the Woodstock, LAIFF and Urbanworld Film Festivals and co-directed Murderball (Thinkfilm, MTV Films) with his friend, the novelist Dana Adam Shapiro. Murderball won the Audience Award at the Sundance Film Festival and was nominated for an Academy Award.