Koechner first became involved in performing when he began studying improvisational comedy in Chicago at ImprovOlympic, under the teachings of Del Close, before joining the Second City North West. After yearlong stints of doing Sketch comedy on Saturday Night Live and Late Night with Conan O'Brien in the mid 1990s, Koechner began appearing with small roles in the films such as Wag the Dog, Austin Powers: The Spy Who Shagged Me, and Man on the Moon.
Koechner was born in Tipton, Missouri, to Margaret Ann (née Downey) and Cecil Stephen Koechner. He has two brothers, Mark and Joe, and three sisters, Mary-Rose, Cecilia and Joan. His father ran a Business that manufactured Turkey coops (Koechner has stated that "If you see a Turkey going down the road in a big truck, most likely its coop is from Tipton..."). He was raised Catholic, and is of German, English, and Irish descent. Koechner studied Political Science at Benedictine College and the University of Missouri, before he eventually decided to pursue a career in improvisational comedy and moved to Chicago. After studying at Chicago's ImprovOlympic, under famed improvisation instructor Del Close, Koechner joined The Second City comedy troupe in Chicago, graduating in 1994.
Koechner joined the act as Gerald "T-Bones" Tibbons, a character he had been playing on comedy stages for a few years, including a recurring character bit on SNL. Gerald Tibbons dates back to 1995, when he filmed a short television pilot based on the character's misadventures. The "Gerald" character, based on a real drifter named Four-Way George, became so popular that Koechner would go to auditions, only to find that Directors were always demanding his stage persona. The stage act, a mix of stand-up comedy and off-color country songs, became a hit on the Hollywood improv circuit, ultimately landing television performances on Late Night with Conan O'Brien, Jimmy Kimmel Live! and Real Time with Bill Maher. The Naked Trucker and T-Bones Show toured with fellow comedic musical duo, Tenacious D.
On the set of the 1999 country music mockumentary, Dill Scallion, Koechner struck a partnership with SNL friend David 'Gruber' Allen, joining Allen's improvisational comedy act, The Naked Trucker Show.
Koechner performs regularly in Los Angeles at both the ImprovOlympic West theater in the show Beer Shark Mice, and at Largo, the nightclub where the Naked Trucker Show plays regularly. David Koechner supported the 2004 US Presidential campaign of Senator John Kerry, performing at a June 6, 2004, Hollywood fundraiser for the senator, where The Naked Trucker & T-Bones opened up for Tenacious D. Koechner cites Lou Reed, Iggy Pop, The Replacements, Uncle Tupelo and its offshoots (Wilco and Son Volt) as some of his musical favorites. He also admires Creedence Clearwater Revival, whom he has described as "the American Beatles", although he downplayed his appreciation for them in an interview with Norm Macdonald. He is a Kansas City Chiefs fan.
In the eight years Koechner & Allen have been playing these characters, there have been several attempts to bring the act to television, but they had trouble figuring how to translate it into a series. Koechner & Allen's first album, Naked Trucker and T-Bones Live at the Troubador, was released March 20, 2007. Koechner co-starred with Luke Wilson in the 2009 indie-comedy Tenure and was a lead in the 2012 horror film Piranha 3DD. Koechner returned as Champ Kind, in Anchorman 2: The Legend Continues (2013).
Following the release of Live at the Troubador, Koechner revealed that a T-Bones film is in development with Will Ferrell and Adam McKay's Gary Sanchez Productions. Koechner wrote the script with veteran television writer/producer Norm Hiscock, who also wrote for The Naked Trucker and T-Bones Show, in addition to past work on Saturday Night Live, The Kids in the Hall, and King of the Hill. He made his first return guest appearance to Saturday Night Live on December 7, 2013 with his fellow Anchorman co-stars Will Ferrell, Steve Carell, and the episode's host, Paul Rudd. The Anchorman stars sang "Afternoon Delight" with the episode's musical guest One Direction during the opening monologue. Koechner and Ferrell also reprised their Bill Brasky Sketch in the same episode.
In 2015, Koechner began co-starring as Commodore Bellacourt in the Comedy Central series Another Period. He also currently recurs as Bill Lewis on The Goldbergs.
In a contrast to his largely comedy-based acting career, Koechner starred in the 2016 drama Priceless, a film about human trafficking. He said of the role, "My wife and I have five kids — three of them are daughters. So, just to imagine the horror of any young lady having to go through this. This film is based on true events. It’s happening right now. It’s happening in Chicago. It’s happening here in Los Angeles. It’s happening globally. So, to be a participant in a film like this — to bring awareness to such a horror — makes me happy."
