Urban was born in Wellington, New Zealand. His father, a German immigrant, owned a leather goods store, and his mother once worked for Film Facilities in Wellington. Through his mother, the young Urban was exposed to classic New Zealand cinema and developed an interest in the film industry. Urban attended St Mark's Church School, where he showed an early love for public performance. His first acting role came at age eight, when he had a single line in one episode of the New Zealand television series Pioneer Woman. Though continuing to take part in school stage productions, he did not act professionally again until after high school.
He attended Wellington College in 1986–1990. He then enrolled at Victoria University of Wellington in the Bachelor of Arts programme but left after one year to pursue a career in acting. Over the next few years, he appeared in several local TV commercials in addition to theatre roles in the Wellington area. Eventually, he moved to Auckland where he was offered many guest roles in TV shows (one of which was playing a heroin addict in the police drama Shark in the Park). Urban then moved briefly to Bondi Beach, Sydney, Australia in 1995 before returning to New Zealand the following year.
