Knepper married Maxine Helen Fields, a trumpet player with the all-female jazz band the International Sweethearts of Rhythm on May 8, 1954, at a civil ceremony in Tucson, Arizona, while he was on a tour with the Maynard Ferguson Band. They had two children, a daughter, Robin Reid Knepper Mahonen, and a son, Timothy Jay Knepper, who predeceased him. Knepper chose the names "Robin" and "Jay" to honor his idol, Charlie Parker, whom the jazz world knew as "Bird". He had four grandchildren.