Yeun was born in Seoul, South Korea, to South Korean parents Je and Jun Yeun. His father was an architect in South Korea before moving his family to Regina, Saskatchewan, and later to Michigan. Yeun was raised in Troy, Michigan in a Christian household. Yeun\'s parents began calling him "Steven" after meeting a doctor by that name. His parents owned beauty-supply stores in Detroit.\n', '
Yeun received a bachelor\'s degree in psychology with a concentration in neuroscience from Kalamazoo College in 2005. At Kalamazoo, he met Jordan Klepper through Klepper\'s sister and later followed him to Chicago to join Second City.\n', '
Yeun\'s interest in acting and improv came during his freshman year at Kalamazoo, when he watched the college\'s improv group, Monkapult. He auditioned for Monkapult, but was initially rejected before successfully joining the group during his sophomore year. Yeun revealed to his parents that he planned to pursue an improv career in Chicago instead of enrolling in law school or medical school. His parents, while unhappy with the decision, were supportive, according to Yeun, and gave him two years to pursue acting.\n', '