Keener, the third of five children, was born in Miami, Florida, the daughter of Evelyn and Jim Keener, a manager of an automotive store. She is of Irish descent on her father's side and of Lebanese descent on her mother's. Keener attended Immaculate Conception Catholic School in Hialeah, Florida. Although she didn’t get into trouble growing up, by the time she reached high school at Monsignor Edward Pace High School, Keener began rebelliously acting out. She was eventually expelled from the 11th grade, although she later returned to school, and kept her grades up enough to be accepted into college.

She attended Wheaton College, in Norton, Massachusetts where she lived with an aunt in order to save on room and board, feeling out of place among her more privileged peers. Keener majored in English and history, enrolling in a theater course only when she was unable to get into a photography class. After graduating in 1983 Keener moved to New York, where she interned as an assist