Leary has been married to author Ann Lembeck Leary since 1989. They met when he was her instructor in an English class at Emerson College. They have two children, son John Joseph "Jack" (born 1990) and daughter Devin (born 1992). Ann Leary published a memoir, "An Innocent, a Broad", about the premature birth of their son on a visit to London. She has also written a novel, "Outtakes From a Marriage", which was published in 2008. Her second novel, "The Good House", was published in 2013. Her essay in a New York Times column about her marriage to Denis inspired the "Modern Love" series Episode 4: "Rallying to Keep the Game Alive".