Born Jacob Cohen to Jewish parents.
Dangerfield said he was an atheist during an interview with Howard Stern in May 2004. Stern asked Dangerfield if he believed in an afterlife. Dangerfield answered he was a "logical" atheist and added, "We're apes––do apes go anyplace?" 
Though he died without religion, actress Farrah Fawcett led a Native American butterfly release ceremony at his funeral.