Kay Cannon graduated from Reed-Custer High School in Braidwood, Illinois. She received her BA in Theatre and MA in Education at Lewis University in Romeoville, Illinois. She trained in improvisation at The Second City and I.O. (ImprovOlympic) in Chicago. She married Saturday Night Live (1975) cast member and former 30 Rock (2006) guest star Jason Sudeikis in 2004. They divorced in 2010. Cannon married Eben Russell on January 1, 2012 and the couple welcomed their daughter, Evelyn Rose Russell, on October 9, 2013.