Keenan was married for many years to Katherine Agnes Long, who often acted with him. The Keenans had two daughters, Frances and Hilda, both of whom were stage and film actresses. His wife Katherine died in 1924; the same year, he married a young music teacher, Margaret White, from Los Angeles, but divorced her in 1927. By October 1928, at age 70, Frank Keenan remarried again, to a 41-year-old actress, Leah May from Atlanta, Georgia. By daughter Hilda he was the grandfather of actor Keenan Wynn and, in turn, the great-great grandfather of Jessica Keenan Wynn.