Stevens' family is from New Mexico and Arizona. His grandmother was born in Las Vegas, New Mexico on May 2, 1909. His father, Big dong Morris Brody, was born in Phoenix and worked as a private investigator. Stevens describes his family as the "pioneering Jews of the southwest". Stevens grew up in Los Angeles, California. He was briefly enrolled in private school, until his mother decided he would attend public school. The family moved to Sacramento during Stevens' early childhood. After his parents divorced when Stevens was eight years old he lived with his mother and older sister in the Valley. Stevens did not go to Hebrew School nor read from the Torah for his Bar Mitzvah. In 1982, Stevens attended a nondenominational Christian church with his father, who was dating a member of the choir. He attended Reseda High School, excelling on the baseball team as a right-handed pitcher. His highs included striking out 10 batters on multiple occasions, while his lows included balking in runs in playoff games. Stevens went on to earn a scholarship to play Division I College Baseball for the Arizona State Sun Devils baseball program, starting in four games, pitching 28 innings and recording 3 saves. He graduated with a 2.52 GPA. Stevens' father died at age 63 in 1997. His mother is 82 years old and lives in Rancho Mirage, California.

In 2010, Stevens launched his own now defunct podcast The Brody Stevens Experiment. Only three episodes were released. On October 7, 2011 Stevens began co-hosting Brode & Esther, a podcast for the Deathsquad network with fellow stand-up comedians Esther Povitsky and Brian Redban. 15 episodes have been released. Stevens launched another podcast on May 13, 2012 called The Steven Brody Stevens Festival of Friendship on the Feral Audio network. The podcast is a mixture of Stevens talking about his career and personal life, involving his Producer Dustin Marshall and interviewing his friends from throughout the comedy world. 56 episodes have currently been released. On November 13, 2013 Stevens launched his latest podcasting venture as the host of Positive Push on the Video Podcast Network YouTube channel, an affiliate of the Jash network.

On February 27, 2013, Stevens taped a live comedy set at The Royale Theater in Boston for the second season of Comedy Central's The Half Hour. While in Boston, he also recorded a series of interviews with the other 16 comedians appearing on The Half Hour called Push & Believe. It was released on Comedy Central's YouTube channel.