Hayes is married to Kate Shaw, associate professor of law at Benjamin N. Cardozo School of Law; his father-in-law is veteran Chicago reporter Andy Shaw. Hayes and Shaw resided in Washington, D.C., until they moved to New York City, where All in With Chris Hayes is produced. Their daughter, Ryan Elizabeth Shaw-Hayes, was born in November 2011. Their son, David Emanuel Shaw-Hayes, was born in March 2014. Their daughter, Anya Shaw-Hayes, was born in January 2018.