Burke's wife Anne has served as an Illinois Appellate Court Justice and was installed as an Illinois Supreme Court Justice on July 4, 2006. The Burkes reside in the southwestern Chicago neighborhood of Archer Heights, close to Curie Metropolitan High School and the Pulaski Station of the CTA Orange Line. Their adult children are Jennifer, Edward, and Sarah. Jennifer is an attorney who worked in the City of Chicago Law Department under Mayor Richard M. Daley's corporation counsel and now is on the Illinois Pollution Control Board. Edward M. Burke Jr. was an assistant chief deputy to Cook County Sheriff Tom Dart. He resigned while under investigation for misconduct and was separately charged with domestic battery in 2019. In 2004, Burke's son Emmett, aged 30, was killed in a snowmobiling accident.