Wiig was born on August 22, 1973, in Canandaigua, New York, the daughter of Jon Wiig, who ran a lake marina in Western New York, and Laurie (née Johnston), an artist. She has an older brother, Erik Wiig. Her father has Norwegian ancestry and her mother is of English, Irish and Scottish descent. The name Wiig comes from the area of Vik in Sogn og Fjordane in Norway. Kristen's paternal grandfather, Gunnar Wiig, emigrated from Norway to the United States as a child and grew up in Rochester, New York, where he was an accomplished broadcaster for the Rochester Red Wings baseball team, and later became an executive at WHEC radio, WHEC-TV, and WROC-TV.