O'Brien was born and raised in St. James, New York, on the North Shore of Long Island to Edward Ephrem O'Brien (d. 2019), a mechanical engineering professor at Stony Brook University, and Estela O'Brien (née Marquetti y Mendieta) (d. 2019), a French and English teacher at Smithtown High School West. Her parents were both immigrants and met while they were students at Johns Hopkins University in Baltimore, Maryland. Her father is from Toowoomba, Queensland, in Australia and is of three quarters Irish and one quarter Scottish descent. O'Brien's mother is from Havana, Cuba, and is of Afro-Cuban descent. When she was 14 years old, she came to the United States, sponsored by Oblate Sisters of Providence of Maryland.