McHale was born in Rome, Italy, where his father, Jack McHale, worked as Dean of Students at Loyola University Rome Center. His mother, Laurie, is from Vancouver, Canada; and his father is from Chicago, Illinois. Of Irish and Norwegian descent, he was raised Catholic. He grew up on Mercer Island, Washington, and briefly in Haddonfield, New Jersey, near Philadelphia, before returning to his native Washington state. He attended Mercer Island High School.