Stiller attended The Cathedral School of St. John the Divine and graduated from the Calhoun School in New York in 1983. He started performing on the cabaret circuit as opening act to the cabaret siren Jadin Wong. Stiller then enrolled as a film student at the University of California, Los Angeles. After nine months, Stiller left school to move back to New York City. He made his way through acting classes, auditioning and trying to find an agent.