Casey has two adult daughters from his first marriage to novelist Jane Barnes: Nell Casey and Maud Casey. Maud Casey is a published author in her own right, with two well-reviewed novels and a collection of short stories to her credit. Nell Casey is the editor of the essay collection "Unholy Ghost" on depression and creativity, including essays by herself and her sister, and editor of a second essay collection, "An Uncertain Inheritance", by contributors caring for family through illness and death.