Bierce married Mary Ellen "Mollie" Day on December 25, 1871; they had three children: two sons, Day (1872–1889) and Leigh (1874–1901), and a daughter, Helen (1875–1940). Both of Bierce's sons died before he did: Day committed suicide after a romantic rejection, and Leigh died of pneumonia related to alcoholism. Bierce separated from his wife in 1888, after discovering compromising letters to her from an admirer; they divorced in 1904; Mollie Day Bierce died the following year.
Bierce was an agnostic.
He suffered from lifelong asthma as well as complications from his war wounds.