Carey was raised in Boise, Idaho. She attended Jackson Elementary, West Junior High, and graduated from Borah High School in Boise in 1993.
Carey married actor Bill Hader in 2006. They met in Los Angeles, California, through a friend of Carey's from college.
In 2007, Carey and Liz Cackowski created an online series called The Jeannie Tate Show.
They have three daughters together: Hannah Kathryn, born October 6, 2009, Harper, born July 28, 2012, and Hayley Clementine, born November 15, 2014.
In 2011, Carey cowrote and directed sketches for four episodes of Funny or Die Presents called “Lady Refs” about female referees working youth soccer games. Carey wrote and directed the low budget sex comedy, The To Do List, which was released in 2013; the film is set in her home state of Idaho in 1993, featuring a lead character who is the same age as Carey was then.
Hader and Carey separated in 2017. Hader filed for divorce in December of that year. The divorce was finalized in March 2018.
Carey was a member of New York’s Upright Citizens Brigade improvisation troupe. Carey performed with both the Upright Citizens Brigade Theatre in New York and Improv Olympics West in Los Angeles.
