 He attended Alleyn's School in Dulwich, South London, before reading Philosophy, Politics and Economics at Lady Margaret Hall, Oxford.While at Oxford, Coonan performed in both the Oxford Revue and Not the Oxford Revue and took part in the 2004 OUDS tour of Julius Caesar to Japan.He also co-presented "The Fireman Sam and Coonan the Barbarian Show" on the student radio station Altered Radio, and won the 2003 Oxford Film Cuppers competition with the short film 'Free Lunch Odyssey'.