Gyula Szepes was the son of a protestant clergyman. Between 1919-1932 he competed as a skier in Alpine skiing, cross-country and jumping. He was a member of the Hungarian team in international events between 1928-1933, including the 1933 World Championships. Szepes won Hungarian Championship in Nordic combined (1931) and team ski jumping (1932). He was a communications officer in the rank of lieutenant-colonel. His brother Béla, a professional graphic artist, was also a Winter Olympian in 1924 but is best known for his silver medal in the javelin throw in the 1928 Summer Games in Amsterdam.