Bunin's first love was Varvara Paschenko, his classmate in Yelets, daughter of a doctor and an actress, whom he fell for in 1889 and then went on to work with in Oryol in 1892. Their relationship was difficult in many ways: the girl's father detested the union because of Bunin's impecunious circumstances, Varvara herself was not sure if she wanted to marry and Bunin too was uncertain whether marriage was really appropriate for him. The couple moved to Poltava and settled in Yuly Bunin's home, but by 1892 their relations deteriorated, Pashchenko complaining in a letter to Yuli Bunin that serious quarrels were frequent, and begging for assistance in bringing their union to an end. The affair eventually ended in 1894 with her marrying actor and writer A.N. Bibikov, Ivan Bunin's close friend. Bunin felt betrayed, and for a time his family feared the possibility of his committing suicide. According to some sources it was Varvara Paschenko who many years later would appear under the name of Lika in The Life of Arseniev (chapter V of the book, entitled Lika, was also published as a short story). Scholar Tatyana Alexandrova, though, questioned this identification (suggesting Mirra Lokhvitskaya might have been the major prototype), while Vera Muromtseva thought of Lika as a 'collective' character aggregating the writer's reminiscences of several women he knew in his youth.
In the summer of 1898 while staying with writer A. M. Fedorov, Bunin became acquainted with N. P. Tsakni, a Greek social-democrat activist, the publisher and editor of the Odessa newspaper Yuzhnoe Obozrenie (Southern Review). Invited to contribute to the paper, Bunin became virtually a daily visitor to the Tsakni family dacha and fell in love with the latter's 18-year-old daughter, Anna (1879–1963). On 23 September 1898, the two married, but by 1899 signs of alienation between them were obvious. At the time of their acrimonious separation in March 1900 Anna was pregnant. She gave birth to a son, Nikolai, in Odessa on 30 August of the same year. The boy, of whom his father saw very little, died on 16 January 1905, from a combination of scarlet fever, measles and heart complications.
Ivan Bunin's second wife was Vera Muromtseva (1881–1961), niece of the high-ranking politician Sergey Muromtsev. The two had initially been introduced to each other by writer Yekaterina Lopatina some years earlier, but it was their encounter at the house of the writer Boris Zaitsev in November 1906 which led to an intense relationship which resulted in the couple becoming inseparable until Bunin's dying day. Bunin and Muromtseva married officially only in 1922, after he managed at last to divorce Tsakni legally. Decades later Vera Muromtseva-Bunina became famous in her own right with her book Life of Bunin.
In 1927, while in Grasse, Bunin fell for the Russian poet Galina Kuznetsova, on vacation there with her husband. The latter, outraged by the well-publicized affair, stormed off, while Bunin not only managed to somehow convince Vera Muromtseva that his love for Galina was purely platonic but also invite the latter to stay in the house as a secretary and 'a family member'. The situation was complicated by the fact that Leonid Zurov, who stayed with the Bunins as a guest for many years, was secretly in love with Vera (of which her husband was aware); this made it more of a "love quadrilateral" than a mere triangle. Bunin and Kuznetsova's affair ended dramatically in 1942 when the latter, now deeply in love with another frequent guest, opera singer Margo Stepun, sister of Fyodor Stepun, left Bunin, who felt disgraced and insulted. The writer's tempestuous private life in emigration became the subject of the internationally acclaimed Russian movie, His Wife's Diary (or The Diary of His Wife) (2000). which caused controversy and was described by some as masterful and thought-provoking, but by others as vulgar, inaccurate and in bad taste. Vera Muromtseva-Bunina later accepted both Kuznetsova and Margarita Stepun as friends: "nashi" ("ours"), as she called them, lived with the Bunins for long periods during the Second World War. According to A.J. Heywood of Leeds University, in Germany and then New York, after the war, Kuznetsova and Stepun negotiated with publishers on Bunin's behalf and maintained a regular correspondence with Ivan and Vera up until their respective deaths.