Theroux was born in Washington, D.C. His mother, Phyllis Grissim Theroux, is an essayist and author, and his father, Eugene Albert Theroux (born 1938), is a lawyer at Baker & McKenzie in Washington. Theroux is the nephew of the travel writer and novelist Paul Theroux, novelist and poet Alexander Theroux, author Peter Theroux, and novelist and educator Joseph Theroux; he is the cousin of British journalists and documentary filmmakers Louis and Marcel Theroux. His father is of half French-Canadian and half Italian descent. Through his mother, Theroux is a great-great-grandson of financier, banker and railroad magnate H. B. Hollins, and of music critic and author Gustav Kobbé.