Denman was born in Newport Beach, California. He attended eight schools while growing up all over Southern California. His family moved to Sequim, Washington, when he was nine years old, living on a farm, which lasted two years before they returned to Orange County, California. He graduated from Fountain Valley High School, where classmates included actor Omar Metwally and writer-director Craig Brewer. He later attended the summer training congress at American Conservatory Theater in San Francisco.
He spent two years at Orange Coast College, where he performed in and directed over twenty productions. He went on to earn a Bachelor of Fine Arts degree from the Juilliard School's Drama Division (1993–1997, Group 26), where his classmates included Sara Ramirez and Alan Tudyk.