Perry was born to a Jewish family in 1984 and raised in Bryn Mawr, Pennsylvania, where he worked on a local television news program during high school. After graduating, he moved to New York City to attend NYU. He graduated from NYU's film program in 2006. From 2005 to 2007, Perry worked at the East Village-based video store Kim's Video, where he met many of the cast and crew members who would later work on his films, including Director of photography Sean Price Williams. He was influenced by Philip Roth, Vincent Gallo, Jerry Lewis, and Thomas Pynchon.