During his time in the Soviet Union, Liu married a Russian woman named Mara Fedotova. The couple had two children; a son named Alexei (Russian: Алексей Климович Федото, Alexei Klimovich Fedotov; Chinese: 刘维宁, Liu Weining) and a daughter named Sonya.
After Liu returned to China in 1957, Mara also moved to China with the children in 1959, which would be the last time the couple would see each other. Due to the tensions between China and Soviet Union, Mara divorced Liu and returned to Moscow with her two children. Liu later married Li Miaoxiu, with whom he had two sons, Liu Weidong and Liu Weize.
Alexei, who is also known by nickname Alyosha, did not publicly reveal himself as grandson of Liu Shaoqi due to fear of being spied on by the KGB when Sino-Soviet relations further deteriorated. After graduating from Moscow Aviation Institute, he worked at the national aviation space center of the Soviet Union and Roscosmos for a number of years with his identity not known until he was invited by the Government of China to attend the commemoration of the 100th anniversary of Liu Shaoqi's birthday in 1998.
His request to travel to China was rejected as his occupation involved military secrecy. The denial of his request led him to grow anxious to travel to China and therefore to retire from the Russian military early. When his request to travel to China was refused again he filed a lawsuit and in 2003 managed to visit China for the first time, where he met with Liu Shaoqi's living family members, including his wife Wang Guangmei.
He decided to settle in China, where he presently manages an organization called Russian-Asian Union of Industrialists and Entrepreneurs that facilitates trade between China and Russia in Guangzhou. Alexei and his wife have two children, including a daughter named Margarita who is currently serving as the vice chairman of the Russian-Asian Industrial Entrepreneurs Association and Russia-Philippine Business Council.
Liu's daughter Sonya married a Russian American and is currently settled in the United States.