Blitz was born to a Conservative Jewish family and raised in an upper-middle-class household in Ridgewood, New Jersey. His mother, a pediatrician, was an immigrant from Moisés Ville, Argentina, and his father was a research Psychologist. He received a Bachelor of Arts degree in 1990 and a Master's degree in 1991 from Johns Hopkins University. In 1997, he graduated from the University of Southern California School of Cinematic Arts. His brother is comedy Writer Andy Blitz.