Bobby has only had one wife in his lifetime. In 1994, he married actress, screenwriter, and Lena Horne’s granddaughter Jenny Lumet. After their wedding, they welcomed their only child, actor Jake Cannavale, in May 1995.

Jenny is best known for writing the Anne Hathaway film Rachel Getting Married. In 2020, Jenny took on producing and worked on two Star Trek series and Showtime’s The Man Who fell from Earth.

Bobby and Jenny stayed together for almost a decade as they both worked to grow their careers. Unfortunately, they divorced in 2003, though it’s unclear what led to the split. However, Bobby shared in 2011 how starting a family with Jenny changed him forever.

“I never thought I would get married and have kids,” Bobby admitted in an interview with Broadway.com. “I thought I was going to be ... traveling all over the world playing the great roles. I ended up having a kid very young, and it put things in perspective. He became the most important person in my life, and everything else seemed to fall into place. I’ve made decisions that perhaps have not let me go as far in my career, but I’m totally fine with that because it’s kept me close to my son.”