 Dey was born in Hanover, New Hampshire, the son of Phoebe Ann (née Evans) and Charles Frederick Dey, who was Associate Dean at Dartmouth College from 1963–1973 and headmaster of Choate Rosemary Hall.He is a graduate of The Choate School (now Choate Rosemary Hall) in Wallingford, Connecticut, Brown University, and the American Film Institute in Los Angeles.Dey got his start by shooting a spec commercial reel which landed him a spot at Ridley Scott Associates.