Born at 'Glandenys', Silian, near Lampeter, where he also died, Cayo-Evans was educated at the independent, co-educational Millfield School in the village of Street in Somerset, England. His father was John Cayo Evans, a professor of Mathematics at St David's College, Lampeter and High Sheriff of Cardiganshire in the year 1941–42. In 1955, he was conscripted for National Service, serving with the South Wales Borderers and saw active service, fighting Communist guerrillas in Malaya during the bitter Malayan emergency. On his return, he attended the Royal Agricultural College in Cirencester, before returning to Lampeter to breed palomino and appaloosa horses on his stud farm.
Cayo fathered a child by Georgina Waddington in 1961. The child was given up for adoption. He married Gillianne Mary Davies in 1965. They had three children and divorced in 1975.
Best known as a leader of the Free Wales Army, Cayo-Evans seems to have become radicalised during the early 1960s, especially during the building of the Tryweryn reservoir. He was 'active' in the FWA during the 1960s and along with two other members of the FWA, Dennis Coslett and Gethyn Ap Iestyn (aka Gethin ap Gruffydd), was convicted of conspiracy to cause explosions and other public order offences following a 53-day trial in 1969. He was subsequently sentenced to fifteen months imprisonment (n.b. some sources suggest thirteen months).
In 2000, the brewery Tomos Watkin renamed the Apollo Hotel, Cardiff to "The Cayo Arms". In March 2008 Anhrefn Records released (Anrhefn 018) the recording of Cayo Evans playing his accordion and talking between songs, mainly introducing them. The album is titled "Marching songs of the Free Wales Army".
- Lyn Ebenezer. "Cayo Evans" (in Welsh). BBC Cymru.
- Tony Heath (31 May 1995). "Obituary: Julian Cayo Evans". The Independent. Retrieved 23 October 2010.
- "Evans, John Cayo". Who Was Who. Oxford University Press. December 2007. Retrieved 7 March 2009.
- "Julian Cayo Evans". Welsh Heroes.
- "Julian Cayo Evans". BBC Wales. 28 December 2006.
- Geoffrey Gibbs (6 July 2000). "Tory anger over Welsh pub name". The Guardian.