Brody was born in the town of Elgin, Illinois and was raised there until the age of five, when his family relocated to Scottsdale, Arizona. Brody started playing clarinet in the second grade, switching to saxophone as soon as he could reasonably hold one. By high school, he and his brother, Doug, were writing and recording jazzy, ambient, "new age" songs under the moniker "Mosaic" at their parents', house which resulted in a series of recordings that were released in the mid- to late 1980s on the Invincible label out of Phoenix, Arizona. The two also made appearances on albums by other artists on that label. Brody later taught himself to play drums.
After his graduation from high school in 1987, Brody moved to Claremont, California and graduated from Pomona College in 1991. Bouncing back and forth from Los Angeles to Seattle, he eventually settled on Austin, where his favorite bands came from.
He met his wife, Sherry, on the set of A.I.; she was an extra in the film. They married in 2004, in Arizona. They have one child together named Isabella. Divorced in 2010, he now has full custody of his daughter and lives in Washington state.