- John Malkovich drove a bus for Borstein's school when she was a student there but she didn't take the bus.
- Ms. Swan, her most famous and lovable character on Mad TV (1995), was based on a combination of Borstein's real life grandmother and Björk.
- She became engaged to be married when her boyfriend Jackson Douglas proposed to her during the taping of a Mad TV (1995) skit.
- Was the original choice for Sookie St. James in Gilmore Girls (2000). The role was performed by Melissa McCarthy.
- Her father was born in Atlanta, Georgia, to Polish Jewish immigrants. Her mother is a Hungarian Jewish immigrant; she was born in Budapest, and moved to the United States after the 1956 Hungarian Revolution.
- Has two children with her ex-husband Jackson Douglas - a son Barnaby Borstein Douglas (b. September 8, 2008, he weighed in at 8 lbs. 10 oz.) and a daughter Henrietta Borstein Douglas (b. October 1, 2012).
- Nominated for the 2019 Golden Globe Award in the Best Performance by an Actress in a Supporting Role in a Series, Limited Series or Motion Picture Made for Television category for her role as Susie Myerson in The Marvelous Mrs. Maisel (2017), but lost to Patricia Clarkson for Sharp Objects (2018).
- Was heavily pregnant with her daughter Henrietta while filming on Shameless (2011). Her pregnancy was written in the show and her character Lou Deckner also became pregnant. Lou apparently gave birth to her child after the events of season 3's episode 6 when Borstein gave birth herself four months before this episode aired.
- Left Mad TV (1995) at the end of the 2001-2002 season.
- She wasn't happy when Schitt's Creek (2015) sweetheart Annie Murphy won the Emmy Award for Outstanding Supporting Actress in a Comedy Series and let out a huffy "WHAT?"? just as Annie went up the microphone to accept her award.
- Was listed as a potential nominee on the 2007 Razzie Award nominating ballot. She was suggested in the Worst Supporting Actress category for her performance in the film Little Man (2006), however, she failed to receive a nomination.
- Is currently on a nationwide stand-up comedy tour (2004)
- Born on exactly the same date as Renée O'Connor (of Xena: Warrior Princess (1995) fame).
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