Nealon was born in St. Louis, Missouri, the son of Kathleen and Emmett Nealon, an aircraft company executive. A few months after he was born, the family moved to Bridgeport, Connecticut. He graduated from St. Joseph High School (Trumbull, Connecticut) in 1971 and then graduated with a bachelor's degree in marketing from Sacred Heart University (and worked in a variety of part-time jobs while doing stand-up comedy).
Nealon debuted on network television doing a stand-up routine for The Tonight Show with Johnny Carson in 1984. In 1986, Saturday Night Live recruited his friend Dana Carvey, and Carvey in turn recommended Nealon. Both joined the cast that year, and Nealon became a full-time performer in the 1987-1988 season, and remained for nine seasons.
Nealon's SNL characters include Mr. Subliminal (or Subliminal Message Man), Franz (of Hans and Franz) along with Dana Carvey, Mr. No Depth Perception, the anchor of Weekend Update (where his catchphrase was "That's news to me"), and many others.
In 1991, he starred in the Christmas movie, All I Want for Christmas. More recently Nealon has appeared in the movies Happy Gilmore, Anger Management, Little Nicky, Daddy Day Care, Good Boy! and Grandma's Boy. In fall 2005, he appeared in an episode of Curb Your Enthusiasm, where he played himself (Season 5, Episode 4).
Nealon had a recurring television role on the 2002-2006 CBS comedy Still Standing playing Ted Halverson, the Millers' competitive and religious neighbour. He has also appeared as a patient in a mental institution on the first season of Monk. "Deja Vu" is an episode of The Outer Limits television show. It first aired on 19 July 1999, during the fifth season. Nealon played Dr. Mark Crest. Nealon has an ongoing supporting role as Doug Wilson on the show Weeds on Showtime.
In 1994, Nealon hosted the 13 part series Amazing America on the Discovery Channel.
In 2002, Nealon hosted The Conspiracy Zone on The New TNN for 26 episodes plus an unaired pilot.
Nealon appeared as a couples counsellor on the sitcom, 3rd Rock from the Sun. He had a small cameo appearance in the 2008 film Get Smart.
Nealon also hosted the World's Funniest Commercials on TBS. In a performance similar to Bob Saget, Nealon tells corny jokes in between each funny commercial. In 2008, a book authored by Nealon chronicling his experiences during his wife's pregnancy called Yes, You're Pregnant, But What About Me? was released.
Nealon played Stuart Pearson in the adventure comedy movie Aliens in the Attic. Shooting took place in Auckland, New Zealand.
Nealon married actress Susan Yeagley on September 3, 2005 in Bellagio, Italy. Yeagley gave birth to their first child, son Gable Ness Nealon on January 29, 2007 in Santa Monica, California.
Nealon is an old boy for Connecticut Yankees RFC.
On February 22, 2006, Nealon contributed a story to the New York Times about being wiretapped by Hollywood private investigator Anthony Pellicano, who has been indicated on racketeering and conspiracy charges. It was also revealed in a separate court case on February 27, 2006, that investigators working for the Ringling Brothers and Barnum & Bailey Circus may also have targeted Nealon for wiretapping.
He has been a vegetarian for 18 years due to animal cruelty and the health benefits. He lives in the Los Angeles area.
He is an avid golfer and poker player and also plays banjo and guitar. He also claims to be fluent in German, having lived there for four years.
Nealon and his ex-wife Linda Dupree (who played one of the mud wrestlers fighting John Candy in Stripes) had been active in the animal rights movement, supporting fundraising events for the Amanda Foundation, Farm Sanctuary, the Washington Wildlife Protection Association, The Ark Trust's Genesis Awards and also Meat Out.
In 2001, Nealon played on Who Wants to Be a Millionaire for his charity. The final question he faced, worth $125,000, was about Barbie dolls. He used his 50:50 and Phone-A-Friend, but he answered the question wrong, walking away with $32,000.
- Saturday Night Live (TV) (1986-1995)- Various
- Roxanne (1987)- Drunk Guy
- All I Want for Christmas (1991)- Tony Boer
- Coneheads (1993)- Senator
- The Larry Sanders Show (TV) (1996)- Himself
- Champs (TV) (12 episodes, 1996)- Marty Heslov
- Happy Gilmore (1996)- Potter
- Hiller and Diller (TV) (1997)- Ted Hiller
- Principal Takes a Holiday (1998)- Franklin Fitz
- The Wedding Singer (1998)- Mr. Simms
- Dharma & Greg (TV) (2 episodes, 1998-1999)- Mr. Clayborn
- 3rd Rock from the Sun (TV) (1 episode, 1999)- Himself
- Little Nicky (2000)- Gatekeeper
- Joe Dirt (2001)- Greasy Mechanic
- Eight Crazy Nights (2002)- Mayor (Voice)
- The Master of Disguise (2002)- Man in Black Mark Ebay Interview
- The Conspiracy Zone (TV) (2002)- Host (2 seasons)
- Monk (TV) (2002, 1 episode, Mr. Monk Goes to the Asylum)- John
- Good Boy! (2003)- Mr. Baker
- Daddy Day Care (2003)- Bruce
- Anger Management (2003)- Sam, Dave's Lawyer
- Still Standing (TV) (5 episodes, 2003-2006)- Ted Halverson
- Weeds (TV) (2005-present)- Doug Wilson
- Grandma's Boy (2006)- Mr. Cheezle
- World's Funniest Commercials (2008)- Host
- Get Smart (2008)- CIA Agent #2
- You Don't Mess with the Zohan (2008)- Kevin
- Remarkable Power (2008)- Jack West
- Glenn Martin, DDS (2009)- Glenn Martin
- Aliens in the Attic (2009- Stuart Pearson
- 'Till Death (TV) (6 episodes, 2010)- Stephen
- Just Go with It (2011)- Adon
- Bucky Larson: Born to Be a Star (2011)- Gary
- Got in Cleveland (TV) (2 episodes, 2012)- George
- Franklin & Bash (TV) (2012)- Lawrence Reynolds