Agron was born in Savannah, Georgia, and raised in San Antonio, Texas, and San Francisco, California, the daughter of Mary (née Barnes) and Ronald S. Agron, a general manager of Hyatt hotels. Due to her father's career, Agron said she and her family lived in different hotels growing up. She has a younger brother, Jason. Her father was born to a Jewish family, while her mother converted to Judaism. Agron attended Hebrew school and had a Bat Mitzvah. Agron's paternal ancestors were Jewish immigrants from Eastern Europe, and according to her, their original surname, Agronsky, was altered by Ellis Island officials.