An haifi Comey a ranar 14 ga Disamba, 1960, a Yonkers, New York, ga iyaye Joan Marie Comey (née Herald) da J. Brien Comey. Kakinsa, William J. Comey, ya kasance jami'i kuma daga baya kwamishinan ofishin 'yan sanda na Yonkers. Iyalin suka koma Allendale, New Jersey, a farkon shekarun 1970. Mahaifinsa ya yi aiki a cikin kamfanoni na kamfanoni kuma mahaifiyarsa ta kasance mai ba da shawara na kwamfuta da kuma mai gida. Comey yana da asalin Irish. Ya halarci Makarantar Sakandaren Yankin Highlands ta Arewa a Allendale; a shekarar 1977 shi da ɗan'uwansa sun kasance wadanda aka yi wa kutse a gida da wani mai laifi da ake kira "The Ramsey Rapist". Comey ya sauke karatu daga Kwalejin William da Mary a 1982, yana da kwarewa a fannin ilmin sunadarai da addini.
Juris Doctor (JD)