Son of Heinrich Thyssen (1875-1947) and Margarida, baroness Bornemisza de Kaszon (1887-1971).
Father of Francesca Thyssen-Bornemisza and Lorne Thyssen (with Fiona Walter), Georg Heinrich Thyssen, born 1950 (with Theresia Amalia) and Wilfried Alexander August Thyssen, born 1974 (with Denise Shorto).