James died at the age of 59, and was married twice over the course of his life. His first marriage was to Barbara Chadsey, who he married in 1995, near the beginning of Friends. The two separated in 2003, and James filed for divorce in 2014 citing irreconcilable differences. James then married Jennifer Carno in 2017, and the two were married until his death four years later.

Jennifer works as a script coordinator and has worked on films like Pirates of the Caribbean: At World's End and You, Me, and Dupree. When the two first met, Jennifer didn't know anything about Friends. “I’ve just started [watching] it again with my wife,” James said in a 2019 interview with Express. “She never really watched the show during its run and wasn’t familiar with it even when we started dating."

"She told her best friend she had started seeing this guy - we’re on the fourth date and her friend was like, ‘Wait the actor guy from Friends, Gunther?’ and she was like, ‘Oh yeah he’s an actor, he was on Friends but I didn’t watch it’," James continued. "So I guess that’s good, she didn’t marry into the Gunther fame!”