Anthony Jeselnik was born on December 22, 1978, in Pittsburgh, Pennsylvania. He was born to his parents, Anthony Jeselnik and Stephanie Jeselnik. His family is of Slovenian descent. He was rained in St. Upper Claire.
Anthony Jeselnik did his schooling from Upper St. Claire High School, and for further studies, he attended Tulane University. He graduated with a Bachelors Degree in English Literature with a business minor from Tulane University. During their senior year, his girlfriend accidentally burned down his apartment, which later he used it as early standup material.
Jeselnik developed a craze for the comedy world right from the beginning. He cracked jokes at home and even at school. In a class, he would often interrupt and tell jokes to the class.