Walter Zenga was born on April 28, 1960 in Milan, Italy. He is married to Rebedea, Raluca. They have two children. He was previously married to Roberta Termali and Elvira Carfagna.
One son with Elvira, Jacopo (b.1986); two sons with Roberta, Andrea (b.1993) and Nicolò (b.1991); one daughter with Raluca, Samira (b.19 November 2009) and one son Walter Jr. (b.2012).