Stiller was born in New York City. Stiller’s father is Jewish and his mother, who is of Irish Catholic background, converted to Judaism after marrying his father. His parents frequently took him on the sets of their appearances, including an appearance on The Mike Douglas Show when he was six. He admitted in an interview that he considered his childhood unusual: “In some ways, it was a show-business upbringing—a lot of traveling, a lot of late nights—not what you’d call traditional.” His older sister, actress Amy Stiller, appeared in his movie Dodgeball in a short scene as a waitress at a restaurant. He displayed an early interest in film making and made Super 8 movies with his sister and friends. At 10 years old, he made his acting debut as a guest on his mother’s television series Kate McShane. In the late 1970s he performed with NYC’s First All Children’s Theater in several roles, including the title role in Clever Jack and the Magic Beanstalk. After being inspired by the television show Second City Television while in high school, Stiller realized that he wanted to get involved with sketch comedy.
After he graduated from the Calhoun School in New York in 1983, he enrolled as a film student at the University of California, Los Angeles and joined Beta Theta Pi fraternity. After nine months, Stiller left school to move back to New York City. He made his way through acting classes, auditioning, and trying to find an agent.