Mazur was born in Los Angeles, California, the daughter of a former fashion model mother and Ruby Mazur, an illustrator who has worked in the record industry and at one time was the manager of Billy Joel. Mazur has four siblings: Nicholas, Cezanne, Matisse and Miro. Her cousin is Epic Mazur, co-frontman of the Hollywood-based band Crazy Town. Mazur is of Jewish ancestry on her father's side.

In the summer of 2005, Mazur gave birth to son Preston Daniel de Rakoff, her first child with husband Alex de Rakoff, whom she married in April 2005. She previously dated actor Adrien Brody, Ashton Kutcher, and guitarist Dave Navarro.