Nivola was born in Boston, Massachusetts. His mother, Virginia (née Davis), is an Artist, and his father, Pietro Salvatore Nivola (born 1944), was a professor of political science. Nivola's paternal grandfather was the Sardinian Sculptor Costantino Nivola, and his paternal grandmother, Ruth Guggenheim, was a Jewish refugee from Germany. Nivola has described his mother as "a WASP, from the South", and has stated that she is a relative of Confederate President Jefferson Davis. He has a brother, Adrian, and attended Phillips Exeter Academy and Yale University. Alessandro's family also lived in Burlington, Vermont where he attended Mater Christi School, a ministry of the Sisters of Mercy.