Zegen was born to a teacher mother and a lawyer father, and lived in Glen Rock, New Jersey, before moving to nearby Ridgewood when he was five.

His mother was born in Austria in a displaced persons' camp, and his maternal grandparents were Holocaust survivors from Ukraine and Poland.

[10] His role on Rescue Me began as a recurring character in seasons 1–3, playing the nephew of series lead Tommy Gavin (Denis Leary).

[12] In 2011, Zegen, along with James Ransone, was cast in supporting roles in the HBO comedy series How To Make It In America.

[15] For the role he has won two Outstanding Performance by an Ensemble in a Comedy Series awards from the Screen Actors Guild.