Mr McCullough, from Portstewart, County Londonderry, is one of the best known guitarists in the world, performing with a host of legendary artists.
He was invited by the Beatle Paul McCartney to join Wings in the 1970s and spent 18 months touring with them.
Despite early reports that he had died, his sister Rae Morrison said he was still battling.
She said he had suffered a heart attack on Monday and the family are worried and distressed but that they had been inundated with messages of support.
"He is a very special person," she said.
"We really are very worried for him, his sister is on her way home from Florida and his brother is coming home from Glasgow."
Mr McCullough, who is 69, was also a member of Joe Cocker's band.
He played with Cocker at the legendary Woodstock concert in 1969, the only Irishman to perform there.
McCullough spent 18 months touring and recording with Wings in the 1970s, after being invited to join the band following a number of jamming sessions with McCartney.
He has been hailed for his guitar work on the US number one hit My Love.
McCullough later signed to the Dark Horse record label of another Beatle, George Harrison, for his solo album Mind Your Own Business.
The former Wings guitarist Henry McCullough is critically ill following a heart attack.