Guest married, firstly, with Jill Ellen Demby on May 11, 1980, but they divorced in 1989. With Demby he had his first daughter, Julia Demby Haden-Guest (born on September 23, 1988). On November 26, 1989, he married secondly to Pamela Ann Guest (née Seamon), an Actress and casting Director, with whom he had his second daughter, Elizabeth Ann Haden-Guest (born on May 30, 1990), also an Actress.