Deneuve has three sisters: the actress Françoise Dorléac (who died in a car crash on June 26, 1967), Sylvie Dorléac and Danielle Dorléac.

Deneuve speaks fluent French, Italian, English and is semi-fluent in German. Her hobbies and passions include gardening, drawing, photography, reading, music, cinema, fashion, antiques and decoration.

Deneuve's only marriage was from 1965 to 1972 with photographer David Bailey. The couple divorced in 1972 and have remained friends. She has had relationships with director Roger Vadim, director François Truffaut, actor Marcello Mastroianni, and Canal+ tycoon Pierre Lescure.

Deneuve has two children: actor Christian Vadim, from her relationship with Roger Vadim, and actress Chiara Mastroianni, from her relationship with Marcello Mastroianni.