He was married in 1994, to Maria Elena Batista, who served from 2001 to 2013 as director of Sports and Recreation for the municipality of San Juan and a former 1988 Olympic swimmer. After separating on February 18, 2011, they divorced in 2012 after 18 years of marriage. The two have a son, Kevin Davison, born in 1995, a Georgetown University graduate, an aspiring actor, a past National President of the Puerto Rico Statehood Students Association, a post his father held in 1979–80, and current president of the Young Democrats of America (YDA) Hispanic Caucus, and a daughter, Stephanie Marie, born in 1997, and a University of Notre Dame junior. He lives in San Juan where he is an active member of the Puerto Rican Episcopal Church.