Sung Yun Cho was born in Seoul, Korea and immigrated to Brooklyn at the age of 3 with her parents and her brother. After a few years, they moved to Long Island and graduated from Syosset High School. She received a BFA from the State University of New York at Purchase Acting Conservatory. She left college during her first semester senior year due to her professional and Broadway debut in Lanford Wilson's Redwood Curtain directed by Marshall Mason alongside Jeff Daniels and Debra Monk. She received an Outer Critics Circle Award for Best Newcomer on Broadway. She was still able to graduate with her class upon the school's decision to use the Broadway show as an internship.