He was married four times to three women, and had a child with each one. He and his first wife, Galina, had one daughter, Russian actress and television hostess Tatyana Romashina, who was born in 1960. He was married two times to his second wife, Margarita, a Spanish actress. Margarita was forced to leave Russia and return to her native Spain when NATO intervened in Bosnia and Herzegovina following the Bosnian War in the early to mid-1990s. As a result of her deportation, Anatoliy and Margarita divorced. After the conflict ended, she was able to return to Russia, and they remarried. He and Margarita had one daughter, Mariya Romashina. He and his third wife, Russian actress Yuliana Romashina, forty years younger than him, had one son, Dmitriy Romashin, who was born in 1997.