At age ten, his family moved to Lenexa, Kansas. They spent three years living in Anaheim, California, because of his father's occupation. Rudd attended Broadmoor Junior High and graduated from Shawnee Mission West High School in the class of 1987. Rudd attended the University of Kansas, where he majored in theater. He was a member of the Sigma Nu fraternity's Nu Chapter there. He studied at the American Academy of Dramatic Arts/West in Los Angeles with fellow actor Matthew Lillard. Rudd spent three months studying Jacobean drama at the British American Drama Academy based in Oxford, England. While attending acting school, Rudd worked as a Bar Mitzvah disc jockey.