Anisimov was married to Galina Anisimova, and has four children. Their daughter, Galina, was murdered with her husband, Alexander Nalimov, both found "bound and killed execution-style," in their Ekaterinburg home in 2000. Another daughter, Galina's half-sister, Anna Anisimova, is a socialite and ex-model who has been called the "Russian-American Paris Hilton".