Stiefel began ballet training in Madison, Wisconsin at the Monona Academy of Dance at age eight. He became involved with classical dance through his older sister, who was taking a class. Before that, both he and his sister took gymnastics classes. His first ballet teacher, Jo Jean Retrum, was interested in getting Ethan to take class because boys in ballet are a rarity. He studied for two years at the Milwaukee Ballet School under Ted Kivitt and Paul Sutherland, and at the Central Pennsylvania Youth Ballet before moving to New York City to attend the School of American Ballet on scholarship.