Siemaszko was born in Chicago and grew up on the city's northwest side.[2] He attended Saint Ignatius College Preparatory School and graduated from the Goodman School of Drama at DePaul University in 1983.[3][4] His father, Konstanty (1918–1999), was a Polish Roman Catholic and a former member of the Polish Navy. He joined the Polish Underground and was a survivor of the Sachsenhausen concentration camp. He emigrated to Chicago in 1959 and became a well-known local choreographer and a fixture in the Polish community.[2] His mother, Collette McAllister (1931–2008), was English.[5] His sister Nina is an actress and his brother, Corky, is a writer for Daily News and a reporter for NBC News.[3]