Bierce married Mary Ellen "Mollie" Day on December 25, 1871. They had three children: sons Day (1872–1889) and Leigh (1874–1901) and 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 avowed agnostic. He suffered from lifelong asthma, as well as complications from his war wounds.