Blau was born to a Jewish family. He graduated from the U.S. Army Infantry School in Fort Benning, Georgia, in 1958, and served as a captain in the Army Reserve until 1966. After receiving an A.B. from New York University, a J.D. from Columbia University School of Law, and an LL.M. from New York University School of Law, Blau clerked for Judge Irving Ben Cooper and worked as Assistant United States Attorney in the Southern District of New York in the mid-1960s.
