 McCarthy was raised Catholic, in a family of Irish descent.McCarthy is a graduate of New Providence High School in New Providence, New Jersey; Boston College, Class of 1988, where he was a member of the improv comedy troupe My Mother's Fleabag; and the Yale School of Drama, where he studied under Earle R. Gister.McCarthy spent several years doing stand-up comedy and theater in Minneapolis and Chicago before going into television and film.