Borzage's father, Luigi, was born in Roncone, Austria-Hungary in 1859. As a stone mason, he sometimes worked in Switzerland; he met his future wife, Maria Ruegg (1860, Ricken - 1947), in Zürich, where she worked in a silk factory. Luigi Borzaga immigrated to Hazleton, Pennsylvania in the early 1880s; he worked as a coal miner there and soon brought his Swiss fiancée with him. The couple married in Hazleton in 1883, and had their first child, Henry, in Wyoming in 1885.
They settled in the Mormon stronghold of Salt Lake City, Utah, where they gave birth to Frank, and remained until 1919. Altogether, the couple had fourteen children, eight of whom survived childhood: Henry (1885-1971), Mary, Bill (1892-1973), Frank, Daniel (1896-1975, a performer and member of the John Ford Stock Company), Lew (1898-1974), Dolly (1901) and Susan (1905). Luigi Borzaga died in Los Angeles in a car accident in 1934; his wife died of cancer in 1947.
On June 7, 1916, Borzage married vaudeville and film actress Lorena "Rena" B. Rogers in Los Angeles. Although he loved her and treated her well, he and his wife were not compatible: she preferred parties, luxury, and travel, while he was less social, except in his athletic activities. Furthermore, Rena secretly had an abortion around 1921 Borzage loved children and had several female lovers.
Despite their common affection, Rena became dissatisfied with her husband, who, according to family members, had discreet affairs with Lupe Vélez, Mary Pickford, Marion Davies, Joan Crawford, and Hedy Lamarr. By 1940 the strain on their marriage had become too great. At a double celebration for Rena's birthday and their anniversary on June 7, Borzage, who then had a drinking problem, suddenly left his mansion and moved out.
A divorce was granted on January 22, 1941; Rena obtained $250,000 in damages and interest. Despite this, the couple maintained contact. Borzage died of cancer in 1962 at the age of 68, and was interred in the Forest Lawn Memorial Park Cemetery in Glendale, California. For his contributions to film, Borzage was awarded a star on the Hollywood Walk of Fame.