Adam met his future wife, Joanne Tucker, when they were both students at Juilliard University (although the actual year they met hasn't been confirmed, Adam started attending Joanne sometime after he was medically discharged from the Marines in 2004, and he graduated from Juilliard in 2009, so the couple met sometime between 2004 to 2009).

They must have been close before 2006, given the fact that they co-founded the charity Arts in the Armed Forces together in that year.

Adam and Joanne tied the knot in 2013. Per a report from People, Adam didn't address news about their first child until his monologue hosting Saturday Night Live in 2020, when he joked, "I'm a husband. And a father. It's in that order though. I've been very clear with my son about that, he's second in everything."