O'Leary and his wife, Linda, have been married since 1990. The couple separated in 2011, but resumed their marriage after two years. Linda now serves as the VP of Marketing for O'Leary Wines. They have two children. Trevor is a music producer and DJ while Savannah is a multimedia producer at the Huffington Post. In a 2016 interview, O'Leary stated: "In a successful growing business, it eats your time alive. Then later in life, you can provide for your family things that many others can't have. But because you sacrificed, you're then given the reward of freedom."