Cannavale was born on May 5, 1970 to a Cuban mother and Italian father in Union City, New Jersey. His strict, yet supportive mother made sure her son stayed out of trouble, making him participate in as many extracurricular activities at St. Michael’s Catholic School as possible. But domestic trouble arose in the Cannavale household: his parents divorced and at 13, Cannavale moved to Puerto Rico with his mother for two years. He later moved to Miami where he attended high school, then went back to New Jersey to live with his grandmother.

After high school, Cannavale joined the prestigious Circle Repertory Theatre for several years, doing whatever he could to get his chance to perform. He started by sweeping floors, then served as a reader for plays being prepared for production, and finally was asked to be an understudy in the French farce, “A Flea in Her Ear”. Cannavale was asked to fill in for lead Mark-Linn Baker and had, according to the actor, the best experience of his life.

His performance in “A Flea in Her Ear” led to him being cast in “Most Fabulous Story Ever Told”, by scribe Paul Rudnick. A casting director for Warner Bros. brought famed television writer/director/producer John Wells to the play. Wells enjoyed Cannavale’s performance and cast him in the short-lived NBC drama, “Trinity” (1998-1999). The series was cancelled after one season, but Cannavale maintained a strong relationship with Wells, who created the roll of Bobby Caffey for the actor in his next series, “Third Watch”.

After three seasons on the popular NBC drama about police, paramedics and firefighters in New York City, Cannavale’s character was killed off after he requested to leave the show. Cannavale went on to the A&E series, “100 Centre Street”, a drama that tells the stories of prosecutors, judges and defense attorneys in NYC. However, Cannavale didn’t restrict himself to television. He made brief appearances in several feature films, including “I’m Not Rappaport” (1996) and “Night Falls on Manhattan” (1997), directed by future father-in-law Sidney Lumet (Cannavale married Jenny Lumet, daughter to Sidney and granddaughter to Lena Horne.) Cannavale then played Randy in “The Guru”, co-starring Heather Graham and Jimi Mistry, and also appeared in the critically acclaimed indie, “Washington Heights” (2001), followed by a recurring stint on the final season of "Ally McBeal" in 2002.

It wasn’t until “The Station Agent” (2003), written and directed by actor friend Tom McCarthy, that Cannavale got the chance to sink his teeth into a major film role. Cannavale played the fast-talking, but perpetually lonely Joe Oramas, a hotdog vendor who pesters Finbar McBride (played by Peter Dinklage), a dwarf seeking total isolation at an abandoned train depot, into a grudging friendship. Co-starring Dinklage and Patricia Clarkson, “The Station Agent” won the coveted Audience Award at the 2003 Sundance Film Festival, as well as the Waldo Salt Screenwriting Award and the Special Jury Prize for Outstanding Performance for Clarkson.

Cannavale's profile continued to rise with his subsequent television roles, first as Chato Cadena on the NBC miniseries "Kingpin" (2003) and his recurring role at Will Truman's cop boyfriend Vince on the hit sitcom "Will & Grace" in 2004 and 2005, and he returned to the big screen as Jennifer Lopez's homophobic dance student in "Shall We Dance" (2004).