She is a member of The Groundlings and also appeared in the first season of Spike TV's The Joe Schmo Show.
Wiig was born in Canandaigua, New York. At the age of three, her family moved to Lancaster, Pennsylvania, and later on to Rochester, New York, where she remained until she graduated from Brighton High School in 1991. She went on to attend the University of Arizona with a major in art. She was hired as a graphic artist by a plastic surgery clinic to show clientele what they would look like after surgery but left for Los Angeles before ever starting the job to pursue an acting career. In Los Angeles she joined The Groundlings, working "odd jobs".
She dated Brazilian drummer Fabrizio Moretti from 2011 to 2013.
Wiig's work was mainly on the comedy circuit, including as a regular performer in The Perks, a featured show at the Empty Stage Comedy Theatre whose run ended in 2000. In 2003 she starred on the Spike TV spoof show The Joe Schmo Show, a satire of reality television in which she played "Dr. Pat", the Quack Marriage Counselor.
Wiig debuted on Saturday Night Live shortly into its 31st season, on November 12, 2005. In Wiig's first sketch, she played the wife of Jason Sudeikis; the two accidentally pick up an escaped murderer (Jason Lee), unwittingly giving the murderer carte blanche to break into their home and violate their blind niece. Wiig survived an SNL budget cut becoming a full member of the repertory cast at the beginning of the show's 32nd season in 2006. Wiig is known for her SNL portrayal of Penelope, a serial one-upper and exaggerator. More recently, she has become famous for her characters Gilly, a highly mischievous schoolgirl, and The Target Lady, a kitsch collector with an obsession for Target products.
Wiig had acting roles in the 2007 films The Brothers Solomon, Meet Bill, Knocked Up, and Walk Hard: The Dewey Cox Story. In all four of those films, she co-starred with SNL cast members: In The Brothers Solomon, she teamed up with Will Forte, joined Bill Hader in Knocked Up, joined Chris Parnell in Walk Hard and worked with Jason Sudeikis in Meet Bill. Several more film appearances followed in 2008, including Semi-Pro, Forgetting Sarah Marshall, and Ghost Town.
In December 2008, Wiig was featured in Entertainment Weekly's list of 15 Great Performances for her various impersonations on Saturday Night Live.
In February 2009, Wiig appeared on Flight of the Conchords (2nd season, 6th episode), as Brahbrah, the owner of a missing epileptic dog. In April 2009, Wiig was featured in Entertainment Weekly's list of the 25 Funniest Women in Hollywood.
According to New York Magazine, Wiig has appeared in more sketches on Saturday Night Live Season 34 than any other cast member, appearing in 124 sketches and averaging 5.8 appearances per episode.