Keith Carradine was born in San Mateo, California. He is the son of actress and artist Sonia Sorel (nee Henius), and actor John Carradine. His paternal half-brothers are Bruce and David Carradine, his maternal half-brother is Michael Bowen, and his full brothers are Christopher and Robert Carradine. His maternal great-grandfather was biochemist Max Henius, and his maternal great-grandmother was the sister of historian Johan Ludvig Heiberg.

Keith Carradine met Shelley Plimpton in the Broadway musical Hair. She was married to actor Steve Curry, albeit separated, and she and Carradine became romantically involved. After Carradine left the show and was in California he learned that Shelley was pregnant and had reunited with Curry. He met his daughter, Martha Plimpton, when she was four years old, after Shelley and Steve Curry had divorced. He said of Shelley, "She did a hell of a job raising Martha. I was not there. I was a very young man, absolutely terrified. She just took that in, and then she welcomed me into Martha's life when I was ready."  Carradine married Sandra Will on February 6, 1982. They were separated in 1993, before Will filed for divorce in 1999. The couple had two children: Cade Richmond Carradine (born July 19, 1982) and Sorel Johannah Carradine (born June 18, 1985). In 2006, Will pleaded guilty to two counts of perjury for lying to a grand jury about her involvement in the Anthony Pellicano wire tap scandal. She hired, then became romantically involved with Pellicano after her divorce from Carradine. According to FBI documents, Pellicano tapped Keith Carradine's telephone and recorded calls between him and girlfriend Hayley Leslie DuMond at Will's request, along with DuMond's parents. Carradine filed a civil lawsuit against Will and Pellicano which was settled in 2013 before it went to trial.  On November 18, 2006, Keith Carradine married actress Hayley DuMond, in Turin, Italy. They met in 1997 when they co-starred in the Burt Reynolds film The Hunter's Moon.

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