Thyne was born in Boston, Massachusetts to John J. Thyne II and Catherine Thyne and is one of six children, brothers, John III and Tone and sisters Hazel, Katie, and Shelly. He attended East Ridge Middle School in Ridgefield, Connecticut, before moving south to attend high school in Plano, Texas. He went on to attend the USC School of Dramatic Arts, graduating in 1997. In 2001, he co-founded Theatre Junkies, a group offering workshops and professional development for actors in the Greater Los Angeles Area. His brother Tone is a television producer; the other is attorney John Thyne III, who ran for the Santa Barbara City Council in 2009.