courtesy of Wikipedia:
"Kostya was a member of the Soviet military too, but since he was selected as an elite athlete, he did not have to participate in any wars.
He fought at the world championships once again, in Moscow in 1989, where he came in third place.
In 1991, he went again to the amateur world championships, this time held in Sydney. This was a trip that would change his life forever. Not only was the third time his charm, but he felt enchanted with the sights of Sydney and its people, and decided he wanted to live in Australia.
After the collapse of the Soviet Union, in 1992, Tszyu escaped from the Russian army and fled to Australia with his girlfriend, where they married in 1993 and became Australian citizens. Before marrying her, though, Tszyu had already turned professional, beating Darrell Hiles by a knockout in one round on March 1, 1992 at Melbourne."
It also says his family grew up sharing a flat with another family in Russia and he had to sleep on the floor