 Shpilband was born in Moscow on July 14, 1964, to a Jewish family.In 1990, he and several other Soviet skaters were part of a U.S. tour headlined by Jayne Torvill and Christopher Dean when one of them, Gorsha Sur, decided to defect; Shpilband, Veronica Pershina and Elena Krykanova decided to join him.Shpilband got a coaching position in Detroit not long after.