Azaria attended The Kew-Forest School in Forest Hills. He decided to become an actor after performing in a school play at the age of 16, becoming, at the expense of his academic studies, "obsessed with acting. " Both of his parents loved all forms of show business, which further spurred him to become an actor. He studied drama at Tufts University from 1981 to 1985, where he met and befriended actor Oliver Platt and noted that "Oliver was a better actor than I was in college, and he really inspired me. " Together they both starred in various college stage productions, including The Merchant of Venice, before Azaria trained at the American Academy of Dramatic Arts. Although he did not expect the endeavor to be successful, Azaria decided to become a professional actor, so that later in his life, he would not regret not having tried. Azaria's first acting job was an advertisement for Italian television when he was seventeen years old. He also worked as a busboy. Azaria originally intended to work predominantly as a theatrical actor, and he and Platt set up their own company, named Big Theatre, although Harold Pinter's The Dumb Waiter was the only thing they ever performed. He decided that television was a better arena and offered more opportunity so, after being offered work with talent agent Harry Gold, Azaria moved to Los Angeles.