From 1891, Neuffer was married to the writer Hildegard Neuffer-Stavenhagen (1866–1939) and father of four children. Thus, he was a brother-in-law of Agnes Stavenhagen, soprano and Kammersängerin. His daughter Hilde (later Rawson) married the violin virtuoso Max Strub in her first marriage. Neuffer was among the artist friends of Rudolf Steiner, his wife and he were interested in anthroposophy. Steiner was godfather to his son Harald. His sons died in the First World War, Hans-Armin († 1915) at the First Battle of Champagne and Harald († 1917) at the Eastern Front.