Breheny received bachelors' degrees in physics and math as well as a master's in biochemistry before going into the field of statistics. He received his PhD in Biostatistics from the University of Iowa in 2009. He then spent four years as a faculty member at the University of Kentucky, holding a joint appointment in the Department of Statistics and the Department of Biostatistics there, before returning to the University of Iowa as a faculty member in 2013.