Rockwell married his first wife, Irene O'Connor, on July 1, 1916. O'Connor was Rockwell's model in Mother Tucking Children into Bed, published on the cover of The Literary Digest on January 19, 1921. The couple divorced on January 13, 1930.
Depressed, Rockwell moved briefly to Alhambra, California, as a guest of his old friend Clyde Forsythe. There, Rockwell painted some of his best-known paintings, including The Doctor and the Doll. While there, he met schoolteacher Mary Barstow; they married on April 17, 1930. The couple returned to New York shortly after their marriage. They had three sons: Jarvis, Thomas, and Peter. The family lived at 24 Lord Kitchener Road in the Bonnie Crest neighborhood of New Rochelle, New York.
Rockwell and his wife were not regular church attendees, although they were members of St. John's Wilmot Church, an Episcopal church near their home, and their sons were baptized there. Rockwell moved to Arlington, Vermont, in 1939, where his work began to reflect small-town life. He would later be joined by his good friend John Carlton Atherton.
In 1953, the Rockwell family moved to Stockbridge, Massachusetts, so that his wife could be treated at the Austen Riggs Center, a psychiatric hospital at 25 Main Street, close to where Rockwell set up his studio. Rockwell also received psychiatric treatment, seeing the analyst Erik Erikson, who was on staff at Riggs. Erikson told biographer Laura Claridge that Rockwell painted his happiness, but did not live it. On August 25, 1959, Mary died unexpectedly of a heart attack.
Rockwell married his third wife, retired Milton Academy English teacher Mary Leete "Mollie" Punderson (1896-1985), on October 25, 1961. His Stockbridge studio was located on the second floor of a row of buildings. Directly underneath Rockwell's studio was, for a time in 1966, the Back Room Rest, better known as the famous "Alice's Restaurant". During his time in Stockbridge, chief of police William Obanhein was a frequent model for Rockwell's paintings.
From 1961 until his death, Rockwell was a member of the Monday Evening Club, a men's literary group based in Pittsfield, Massachusetts. At his funeral, five members of the club served as pallbearers, along with Jarvis Rockwell.
His granddaughter is the translator Daisy Rockwell.