Lombardo was born in Havana, Cuba, on February 16, 1965, where his father owned three meat markets. He is of Italian descent through his paternal great-grandfather, who relocated to Cuba in the 19th century. Lombardo moved with his family to South Gate, California, when he was two years old, and still speaks Spanish. He has two older brothers and an older sister; his brothers had previously emigrated to the US via Operation Peter Pan.