Lance Grayden Kinsey grew up in Chagrin Falls, Ohio, a suburb of Cleveland. He attended Hawken School, a private boys school in Gates Mills, Ohio and then went on to graduate from Vanderbilt University in Nashville, Tennessee. He majored in drama and then apprenticed at Actors Theatre of Louisville after college. He then performed with other regional theaters, dinner theaters, and national touring companies.

Kinsey moved to Chicago and joined the famed Second City comedy troupe where he wrote and starred in several consecutive revues. He taught improv at high schools and colleges including Columbia College in Illinois as well as the Goodman Theatre. He was nominated for two Joseph Jefferson awards for acting in an ensemble.

Kinsey has appeared in television, film, and theatre productions, but is probably best known to audiences as Proctor, the supercilious sidekick of Commandant Mauser and Captain Harris in the Police Academy film series. Kinsey also writes and produces for television and film. He met his wife, Nancy, when he was performing at Second City in Chicago and she was getting her masters degree in photography from the Chicago Art Institute. They have two children, Matt and Logan, and live in Los Angeles, California.