Pompeo was born in Everett, Massachusetts, the daughter of Joseph, a salesman, and Kathleen Pompeo. Pompeo is of Irish and Italian descent and was raised Catholic. Her grandfather was born in Gesualdo, a village in Province of Avellino, Italy.[citation needed] Her mother passed away when she was four years old and her father remarried soon after her mother's death. She was nicknamed the pencil and Straciatella (which translated from Italian to "little rags" or "strings") for her thin frame.

For more than two years, she served cocktails in Miami where she met then-boyfriend, fashion photographer Andrew Rosenthal. In 1996, she was bartending at the SoHo Bar & Grill in New York City's Upper West Side when an agent approached her to appear in commercials. Subsequently, she appeared in commercials for Citibank and L'Oreal. She began her career with minor roles on television shows like Strangers with Candy and Law & Order and a handful of films.