Burnside married Charlotte Bishop in 1852. The marriage lasted only a short time, as Charlotte died in 1853, just a year after their wedding, leaving Burnside deeply saddened.

Burnside married Mary Richmond Bishop, Charlotte's younger sister, in 1857. This marriage was a significant event in Burnside's life, and Mary became his lifelong companion.

Ambrose and Mary Burnside never had any children of their own. However, they maintained a close relationship and enjoyed a robust social life in Rhode Island and Washington, D.C. Mary Burnside served as a hostess and was a respected figure in social circles.

Burnside maintained a close friendship with George B. McClellan, dating back to their days at West Point. Their relationship was complex, particularly during the Civil War when they served together and sometimes competed for command positions.