The son returned to Sacramento, sacrificing a potentially lucrative practice in San Francisco, to take over his father's solo practice and help the family. In 1963, Anthony Kennedy married Mary Davis, a Sacramento native he had known since childhood. Mrs. Kennedy received her undergraduate degree from the University of California and a masters degree in education from Stanford University. The Kennedy's have three children, Justin, Gregory, and Kristin, all of whom attended Stanford. Gregory is also a graduate of Stanford Law School. .
Off the bench, the judge is an avid reader of history and classic literature, such as Shakespeare, and occasionally plays golf at a local country club. His approach to life suggests a small-town innocence. When his local gas station closed down after 24 years, he lamented to The Sacramento Bee, "It is the kind of place where I can get my car serviced and talk about politics and law and life all at the same time." His only brother died in a surfing accident in Hawaii, his only sister died of cancer and his mother died shortly thereafter. "The death of his brother, sister and mother coming so soon after each other was an awful lot to bear," said Robert M. Wheatley, a former law partner.
For the next several years Anthony continued his father's law practice. He lacked experience as a lawyer, but many of his father's clients stayed with him out of respect for his father. They soon discovered Anthony was a skilled lawyer. He also had a talent for socializing and soon made many friends among the influential Californian politicians. Through his work as a lobbyist, Kennedy became friends with Ed Meese with the California District Attorney Association. The two shared a similar conservative background, and became close friends. When Meese left to work for then-Governor Reagan in 1966, Kennedy continued his work as an attorney and lobbyist. They stayed in touch, and Kennedy continued to help Meese and Reagan on small projects.