Amy Sedaris is the daughter of Sharon and Lou Sedaris. She grew up in Raleigh, North Carolina. Amy has 5 siblings, David, Lisa, Gretchen, Tiffany, and Paul. She is of half Greek descent; her father was Greek Orthodox and her mother was Protestant.

At age 16, Amy Sedaris worked at the local Winn-Dixie supermarket and later, as a cocktail waitress at Zanies, a comedy night club in Chicago.

Amy Sedaris dated Paul Dinello for eight years. Though their relationship ended, they have remained very close friends.