Udall grew up in a large Mormon family in St. Johns, Arizona. He graduated from Brigham Young University and later attended the Iowa Writers' Workshop at the University of Iowa. He was formerly a faculty member of Franklin & Marshall College starting in 1998, then Southern Illinois University, and now teaches writing at Boise State University.

A collection of his short stories titled Letting Loose the Hounds was published in 1998, and his debut novel The Miracle Life of Edgar Mint was first published in 2001. The characterization and structure of the latter has been favorably compared to the work of John Irving. Thematically it has been compared to Charles Dickens. Michael Stipe has optioned a film adaptation of Miracle, with United Artists hiring Michael Cuesta to direct.

In July 2007, Udall appeared on an episode of This American Life.

Udall is a member of the Udall family, a U.S. political family rooted in the American West. Its role in politics spans over 100 years and four generations and includes his great-uncles former U.S. congressman and Interior Secretary Stewart Udall and former congressman and presidential candidate Morris Udall.