- Younger brother of Christopher Guest. Half-brother of journalist Anthony Haden-Guest.
- Brother-in-law of actress/director Jamie Lee Curtis.
- His mother, Jean Pauline (Hindes), was American, his father was an English lord: Peter Haden-Guest, the fourth baron of Saling in Essex, an actor and dancer who ended up a UN diplomat. His half-brother is Anthony Haden-Guest, the bibulous English socialite and journalist satirized by Tom Wolfe in The Bonfire of the Vanities (1990). He is of Russian Jewish (mother) and upper class English/European Jewish (father) descent.
- Uncle of Annie Guest and Ruby Guest.
- Alumnus of Stella Adler Studio of Acting.
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