Stephen Coniglio grew up in Perth and as a teenager had to choose between pursuing a career in cricket or football. Choosing football has worked out well for him so far, with the popular team-mate becoming one of the most highly rated midfielders in the AFL. In early December, 2019 Coniglio was appointed captain. Off-field, Coniglio is a part-owner of Macelleria restaurants in Sydney and Melbourne and has a keen interest in fashion.