Family
- brother-in-law Adam McKay: Married to Shira Piven since 1996; former "Saturday Night Live" writer and comedy director
- mother Joyce Piven: Co-founder of the Piven Theatre Workshop
- father Byrne Piven: Co-founder of the Piven Theatre Workshop; born c. 1929; died Feb. 18, 2002
- sister Shira Piven:
Companions
- Companion Camilla Cleese: Daughter of comedian John Cleese; dating since summer of 2008
