Delfeayo Marsalis was born in New Orleans, the son of Dolores (née Ferdinand) and Ellis Louis Marsalis, Jr., a pianist and music professor. He is also the grandson of Ellis Marsalis, Sr., and the brother of Wynton Marsalis (trumpeter), Branford Marsalis (saxophonist), and Jason Marsalis (drummer). Delfeayo also has two brothers who are not musicians: Ellis Marsalis III (b. 1964) is a poet, photographer and computer networking specialist based in Baltimore, and Mboya Kenyatta (b. 1970) is autistic and was the primary inspiration for Delfeayo's founding of the New Orleans-based Uptown Music Theatre. Formed in 2000, UMT has trained over 300 youth and staged eight original musicals, all of which are based upon the mission of "community unity".
“Sweet Thunder #1” is a part of the Soundgarden collection at Ochsner Baptist Auditorium.