Family
- sister Stephanie Azaria: Older
- sister Elise Azaria: Older
- son Hal Azaria: Born June 6, 2009; mother, Katie Wright
- father Albert Azaria:
- grandmother Esther Azaria: Paternal grandmother; inspiration for his role as the Guatemalan houseboy in "The Birdcage" (1996)
Companions
- Companion Katie Wright: Began dating in 2007
- Julie Warner: involved in the early 1990s; reportedly were engaged; no longer together
