- While in high school, she sometimes worked as a babysitter for Topher Grace.
- Turned down a $500,000 supporting role in Legally Blonde (2001).
- Often took a train into New York City on weekends to attend rave parties and hang out with Manhattan skateboarders. She'd tell her parents that she was staying in Greenwich Village with friends, but she would actually attend all-night raves and sleep in park-lands when they finished. It was there in New York City that 19-year-old Sevigny met Harmony Korine and Larry Clark, who later cast her in Kids (1995).
- Longtime friend of Natasha Lyonne.
- Often made and sewed her own clothes while in high school.
- Was romantically involved with writer/director Harmony Korine during their late teens and early adult years.
- Underwent dental surgery in December 2003 after falling in a pair of high-heeled boots and breaking four of her teeth.
- Worked as a model for H & M.
- Received her first screen kiss from Steve Buscemi in Trees Lounge (1996).
- Is a descendant of French aristocrat Marquis de Sévigné.
- She has appeared in one film that has been selected for the National Film Registry by the Library of Congress as being "culturally, historically or aesthetically" significant: Boys Don't Cry (1999).
- She and her husband Sinisa Markovic welcomed their son Vanja Sevigny Mackovic on May 2, 2020.
- She spent the money she made from Kids (1995) on a vacation in Europe.
- In Kids (1995) and 3 Needles (2005), she portrayed main characters involved with the HIV/AIDS-epidemic awareness.
- She shaved her head during her senior year of high school.
- Designed several men's, women's, and unisex clothing lines with Manhattan's Opening Ceremony boutique (2008-2009).
- Is a fan of musician Morrissey and his former band, The Smiths; she attended a concert of his in fall 2007 dressed as Joan of Arc, who is featured in the lyrics of one of his songs.
- Some of her favorite actresses are Sissy Spacek, Shelley Duvall, and Linda Manz, with whom she starred in Gummo (1997). Manz gave Sevigny the "Elvis" jacket she wore in her 1980 film Out of the Blue (1980).
- One of her favorite films is Picnic at Hanging Rock (1975).
- Swept country-club tennis courts for extra money while growing up.
- One of her favorite films is The Night of the Hunter (1955).
- Is a fan of Terrence Malick. She has cited Badlands (1973) as one of her favorite films.
- Her older brother, Paul Sevigny, is a well-known New York DJ.
- Became a spokesperson for the MAC Cosmetics Viva Glam campaign (February 2004).
- Her father died of cancer in 1996.
- Was an intern for "Sassy" magazine in 1993.
- Born to H. David Sevigny, an accountant turned interior painter, and Janine (Malinowski). Raised in Darien, Connecticut. Her father was of half French-Canadian and half Scottish/English descent, and her mother's heritage is Polish.
- Moved into an apartment in Brooklyn at age 18.
- Owned a co-op apartment on East 10th St in East Village, Manhattan which she sold in 2014. She now lives in Park Slope.
- Was offered a small part in I Shot Andy Warhol (1996) but turned it down.
- One of her favorite actors is Sean Penn.
- Auditioned for the role of KW in Where the Wild Things Are (2009).
- She appeared on the album cover of Gigolo Aunts' 1994 recording "Flippin' Out".
- She appeared on the cover of Gigolo Aunts' EP "Full in Bloom", 1993.
- Friendly with tattoo artist Scott Campbell.
- In Episode #1.1 (2012), she beats Vincent Regan by punching him seven times in the head.
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