Ray was born and grew up in Chicago, raised as a Roman Catholic. He is the patriarch of a large family - including his mother, sister Francesca Vecchio, sister Maria and her husband Tony, many nieces and nephews and a brother who lives outside of Chicago. His father, who Ray had a strained relationship with, died in 1989 and did not care for police officers, which might explain by way of rebellion why Ray became one. Ray is divorced from ex-wife Angie, and has been involved with a few women since. He has had an antagonistic relationship since childhood with a neighborhood mafioso, Don Frank Zuko, and an on-and-off relationship with Zuko's sister, Irene. His best friend and de-facto partner is a Canadian Mountie, Constable Benton Fraser, who is assigned to the Canadian Consulate in Chicago, and the two often help each other solve crimes and right wrongs in the city of Chicago (and, on rare occasion, in Canada itself).
Fraser is Ray's polar opposite in many ways - whereas the Mountie is polite, well-mannered, and obeys the law to the letter, Ray is loud, brash, and will often bend or break the rules to solve a case. Much of the comedy of the show is derived from their differences. The two also have much in common. Both care deeply about their communities, both had troubled relationships with their deceased fathers, and both can be highly tenacious investigators (once Ray can be motivated to become involved with a case) with a strong sense of justice.
Ray is obsessed with mint green 1971 Buick Rivieras. He has currently owned at least three of them - the first was blown up during a gunfight to save Vecchio and Fraser's lives, the second was destroyed by a car bomb, and the third was also fitted with a bomb and was driven into Lake Michigan.
Ray is unskilled with computers, preferring instead to use a typewriter (although he is a poor typist). He relies heavily on Civilian Aide Elaine Besbriss to do much of his research for him, and will occasionally have Fraser type for him. He also has a black book full of various officials he has blackmail information on, though most of it proves to be outdated and useless by the time he ever finds a reason to use it (to help Fraser with a legal matter). In spite of all of that, and his large back-log of cases, he is a skilled and effective detective.
Ray had to suddenly leave Chicago at the start of the third season. It turned out he had an uncanny resemblance to Armando 'the Bookman' Langoustini, a Mob lieutenant in Las Vegas. After the Bookman died in a car crash, Ray was sent undercover to replace him. To protect his identity, Ray himself was impersonated by Detective Stanley Ray Kowalski, who posed as Ray Vecchio for the next year until Vecchio's return in the series finale.
In the finale, Vecchio is shot during a protracted gunfight, and the bullet proves to be his "Golden Bullet", allowing him to retire. He moves to Florida with Detective Kowalski's ex-wife, a District Attorney named Stella.