De Blasio was born Warren Wilhelm, Jr., in Manhattan. He is the third son of Maria (née de Blasio) and Warren Wilhelm. His father was of German ancestry, and his maternal grandparents were Italian immigrants: his grandfather, Giovanni, was from the city of Sant'Agata de' Goti, Benevento, and his grandmother, Anna (née Briganti), was from Grassano, Matera. (his maternal family's surname was originally capitalized as "De Blasio.")
De Blasio was raised in Cambridge, Massachusetts. His mother graduated from Smith College in 1938, and his father graduated Phi Beta Kappa from Yale University. His mother was 44 years old when he was born, and he has two older brothers, Steven and Donald. His paternal grandfather, author Donald Wilhelm, graduated from Harvard University. Although he was baptized as a Christian in a Roman Catholic church (but not confirmed), Blasio is non-practicing. He speaks Italian.