Walter Mazzarri was born in 1961 in San Vincenzo, Italy. Limited public information is available regarding his early life, including his parents, siblings, or educational background. Mazzarri has consistently maintained a private personal life, seldom sharing details in interviews or media appearances.

He is married to Daniela Mazzarri, though the couple keeps their relationship out of the public eye. There are no known reports regarding whether they have children. Daniela has not spoken publicly about her personal life or her husband's coaching career. There are no public records of any previous engagements or romantic relationships before Mazzarri met Daniela, and no known controversies regarding his private life.

Financial details about Mazzarri remain largely undisclosed. However, during his tenure with Watford in 2016, he reportedly earned £2.5 million annually. No information is available about additional performance bonuses or endorsements.