O'Rourke was married to Amy Lumet, a daughter of movie Director Sidney Lumet and a granddaughter of Lena Horne, from 1990-93. Since 1995 he has been married to his second wife, Tina; they have two daughters, Elizabeth and Olivia, and one son, Clifford. In an interview with The New Statesman, O'Rourke revealed that his "wife is a Catholic, the kids are Catholic" and described himself as, therefore, a "Catholic fellow-traveller". The family divides their time between Sharon, New Hampshire and Washington, D.C.