- Older brother of Russian director Nikita Mikhalkov.
- Member of the 'Official Competition' jury at the 31st Cannes International Film Festival in 1978.
- Member of the 'Official Competition' jury at the 27th Berlin International Film Festival in 1977.
- Father of a girl named Alexandra Mikhalkova (b. October 6, 1971), with Viviane Gaudet.
- Father, with actress Yuliya Vysotskaya, of a girl named Maria (b. 1999) and a boy named Petr (b. 2003).
- Has a daughter Dasha with actress Irina Brazgovka.
- Father of Egor Konchalovskiy from his second marriage to actress Natalya Arinbasarova.
- Has two daughters with fourth wife, Irina Martynova (aka Irina Ivanova): Nathalia and Elena.
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