Batmanglij was born in 1981 in France to Iranian parents and grew up in Washington, D.C.. His mother, Najmieh Batmanglij, is a cookbook author; his father is a book publisher. His younger brother Rostam was a founding member of the band Vampire Weekend. Both brothers are gay.
Batmanglij studied anthropology and English at Georgetown University, graduating in 2002. At Georgetown he met Mike Cahill in a philosophy class. They took a screenwriting course together and co-directed a short film that won the Georgetown Film Festival. Brit Marling saw the film and asked if she could work with them. Several years later, following Marling's graduation, the three friends moved to Los Angeles, California, where Batmanglij attended the AFI Conservatory. For his thesis film, he made a 35mm short called The Recordist (2007), which starred Marling.
In 2011, Batmanglij's debut feature, Sound of My Voice, co-written with Marling, premiered at the Sundance Film Festival. Shortly thereafter, Fox Searchlight Pictures purchased Sound of My Voice, as well as Batmanglij and Marling's next feature script, The East. Batmanglij also directed The East, starring Marling, Ellen Page, and Alexander Skarsgård. The film premiered at Sundance in 2013.
Batmanglij and Marling collaborated to create drama series The OA, which debuted in 2016 on Netflix. It was written by Marling and Batmanglij, who produced the series along with Dede Gardner and Jeremy Kleiner of Plan B, and Michael Sugar of Anonymous Content.
