Brenneman was born in New London, Connecticut, the daughter of Frederica S., a superior court judge who served on the Connecticut State Supreme Court, and Russell L. Brenneman, an environmental lawyer.Brenneman was raised in Glastonbury, Connecticut, where she participated in theatre as a teenager, both in school and with a local theater group. She graduated from Harvard University, where she majored in comparative religion, in 1987. While at Harvard, she co-founded Cornerstone Theatre Company, which she traveled with for several years after graduation.