Lyonne was born in New York City, the daughter of Ivette Buchinger and Aaron Braunstein, a boxing promoter, race car driver and radio host, distantly related to cartoonist Al Jaffee. Lyonne's parents were from Orthodox Jewish families, and she was raised Orthodox. Her mother was born in Paris, France, to Hungarian-Jewish parents who were Holocaust survivors. Lyonne has darkly joked that her family consists of "my father's side, Flatbush, and my mother's side, Auschwitz." Her grandmother Ella came from a large family. Only she and her two sisters and two brothers survived, which Lyonne credits to their blond hair and blue eyes. Lyonne's grandfather, Morris Buchinger, operated a watch company in Los Angeles. During the war, he hid in Budapest as a non-Jew working in a leather factory. Lyonne lived the first eight years of her life in Great Neck, New York.She and her parents emigrated to Israel, where Lyonne spent a year and a half. During her stay with her family in Israel, Lyonne participated in the 1989 Israeli children's film April Fool (Hebrew: אחד באפריל), which began her interest in acting. Her parents divorced, and Lyonne and her older brother Adam returned to America with their mother. After moving back to New York City, Lyonne attended the Ramaz School, a private Jewish school, where Lyonne said she was a scholarship kid who took honors Talmud classes and read Aramaic. She was expelled for selling marijuana at school. Lyonne grew up on the Upper East Side, where she felt she was an outcast. Her mother moved their family to Miami, where Lyonne attended Miami Country Day School. She has not graduated from high school; she left before her senior year to attend a film program at NYU's Tisch School of the Arts. Her high school graduation depended on completing her first year at Tisch, but she left the program because she could not pay the tuition.She attended New York University for a short time, studying film and philosophy.Lyonne was estranged from her father, who was a Democratic candidate for City Council for the sixth District of Manhattan in 2013, and lived on the Upper West Side until his death in October 2014. Lyonne has said she is not close to her mother and has essentially lived independently of her family since age 16.