After Alba graduated from high school, she studied acting with William H. Macy and his wife, Felicity Huffman, at the Atlantic Theater Company, which was developed by Macy and Pulitzer Prize-winning playwright and film director, David Mamet.
Pod nadzorom njene matere, reševalke z vode, se je Jessica Alba plavati naučila še preden je znala hoditi in naredila izpit za potapljanje in svoje veščine je pokazala pri snemanju te serije v Avstraliji.