He was born in New Orleans and after growing up as an orphan on the streets, he was adopted by Jean-Luc LeBeau, head of the Thieves Guild. Remy was then raised and became a master thief himself. In an attempt to reconcile the Thieves and Assassins Guilds, Remy married Belladonna Boudreaux, daughter of the head Assassin. Unfortunately, he was challenged by and killed her brother Julien in a duel after the wedding and he was exiled from the city and his relationship with Belle.
After much wandering around the world, he rescued Storm from the Shadow King when she had been transformed into a child. After taking her on a stealing spree across America, she brought him back to the X-Men. There, he fell in love with Rogue and pursued her constantly, despite the fact that he could never touch her due to her power of uncontrolled mental and physical absorption through skin contact.
It was always hinted that Remy had a guilty secret. Rogue was so traumatized by absorbing his memories in Israel that she ran away from the X-Men for a time. Later, at a mockery of a trial, she was forced to kiss him again, revealing that he had assembled the team for Mister Sinister that later killed most of the Morlocks, outcast mutants living in New York's sewers. This revelation and Gambit's guilty memories caused Rogue to reject him, leaving him in Antarctica.
He made it back to America and eventually rejoined the team. His love for Rogue was still intact, but her inability to control her powers made her break it off out of fear of hurting him. However, he later joined the team searching for the Books of Truth. He was captured and used as a 'human battery' by the intergalactic warlord Khan which drained his powers to such an extent that, despite remaining alive, he could no longer charge objects. He and Rogue, also drained of her powers while saving him, are currently on leave to try and sort out their relationship.