Baldoni was born in Los Angeles, California, and was raised in Medford, Oregon, the son of Sharon and Sam Baldoni. His mother is from a Jewish family and his father is of Italian ancestry. Baldoni's parents joined the Bahá'í Faith, which Baldoni practices devoutly. Baldoni played soccer and ran track in high school, and was a radio disc jockey at a local top-40 radio station. While moving into a new apartment building, Baldoni met a manager who advised him to pursue a career in acting.