Zander is the daughter of Marie Zander, who died in May 2001. She has one brother Ernie Zander."Zander." Chicago Tribune. N.p., 23 May 2001. Web. 10 Nov. 2016. She married actor and writer Mark Nutter in 1987, and together they had son Andrew Nutter. Nutter and Zander first met at the cabaret Cross-Currents in Chicago where they were both performing improvisational comedy, and Nutter also played keyboard for the Second City touring company.Williams, Albert. "Detour De France." Chicago Reader. Sun-Times Media, n.d. Web. 10 Nov. 2016. The couple relocated from Chicago to New York City when Zander was offered a position at Saturday Night Live in 1986. After seven years of working for Saturday Night Live, Mark Nutter and Zander relocated with their baby to Los Angeles for Nutter to find more opportunities as a writer. They have since divorced. She is in a relationship with the German comedian Dieter Hallervorden.
