Dalio yana zaune tare da matarsa Barbara, zuriyar Gertrude Vanderbilt Whitney, (auren 1976/77) a Greenwich, Connecticut, kuma an san shi da yin amfani da fasaha na Transcendental Meditation. Suna da 'ya'ya maza hudu, Devon, Paul, Matthew, da Mark. Devon, ɗan fari na su (wanda aka haifa a ranar 26 ga Maris, 1978), an kira shi ne bayan dabbobin Arewacin Devon saboda Ray yana da hannu sosai a cikin makomar shanu a lokacin. Ɗan na biyu Paul Dalio shi ne darektan fim. Ace "Matt" Matthew Dalio, ɗansu na uku, shi ne wanda ya kafa da kuma shugaban kungiyar China Care Foundation, wata kungiya mai zaman kanta da ke neman taimakawa marayu na kasar Sin, kuma co-kafa da kuma Shugaba na Endless Mobile, Inc., kamfanin sarrafa kwamfuta.
matarsa Barbara