Since 1992 Sikorski has been married to an American journalist and historian, Anne Applebaum. They have two children, Aleksander (born 1997) and Tadeusz (born 2000).
Applebaum is a member of the Council on Foreign Relations. She is on the board of the National Endowment for Democracy and Renew Democracy Initiative. She was a member of the Institute for War and Peace Reporting's International Board of Directors. She was a Senior Adjunct Fellow at the Center for European Policy Analysis (CEPA) where she co-led a major initiative aimed at countering Russian disinformation in Central and Eastern Europe (CEE). She was on the editorial board for The American Interest and the Journal of Democracy.