In 1997, Fenty married Michelle Cross Fenty, an attorney. The couple have three children—twin sons Andrew and Matthew born in 2000, and daughter Aerin born in 2008. In January 2013, the couple officially separated. Andrew is a tennis player who achieved a national junior tennis rank of 4 before starting at the University of Michigan in 2018 where he earned Freshman of the Year status from the Intercollegiate Tennis Association and the Big Ten Conference, and was named the NCAA's Rookie of the Year.