Elizabeth Claire Kemper was born on May 2, 1980, in Kansas City, Missouri, the second of four children born to David and Dotty Kemper. She is the granddaughter of Mildred Lane Kemper, the namesake of the Mildred Lane Kemper Art Museum at Washington University in St. Louis, for which the family donated $5 million. Ellie Kemper's father was chairman and chief executive officer for Commerce Bancshares, a bank holding company founded by the Kemper family. Ellie is one-fourth of Italian descent. The family moved to St. Louis when Ellie was five years old. She attended the Conway School in the St. Louis suburb of Ladue and then high school at John Burroughs School, where she developed an interest in theater and improvisational comedy. One of her teachers was Jon Hamm, star of the AMC drama series Mad Men, with whom she appeared in a school play.