Nadeau was born on September 9, 1970, and grew up in Danbury, Connecticut. His parents were Gerald Joseph, a roofer, and veteran in the United States Army (1944–2007) and Pauline Cyr Nadeau. Nadeau's ancestors originate from St. John's Valley, Maine. He has one sister, Debbie. Nadeau was educated at Henry Abbott Technical High School and studied automotive technology. His family had connections to auto racing; Gerald raced modifieds at the Danbury Race Arena. Nadeau was given a go-kart by his father when he was four and one-half years old. He also worked with his father in the construction industry to support his career. Speaking about his father's role in his career, Nadeau said, "I learned a lot from my dad, Gerry, while I was growing up. He wasn't afraid to yell and get on my toes to do my job because he hated to lose and I hated to lose. He made me the hungriest guy on the race track."