In 1942, Denning married 1940s horror film queen Evelyn Ankers (co-star of The Wolf Man, Ghost of Frankenstein and Son of Dracula), who retired from films at the age of 32 after they were married. He and Ankers had a daughter, Diana Denning (later Dwyer). After Ankers' death from cancer in 1985, Denning remarried, to Patricia Leffingwell. Denning and Ankers are buried at Maui Veterans Cemetery in Makawao, Hawaii.