Little is known about Sean's past, but it is mentioned by Korsak that Sean lost his wife and son in a fire back when he and Korsak were rookies.
According to Korsak, he didn´t have close relationships after the death of his wife.
He has a daughter but not much contact with her. He was never married to his daughter's mother.
In Season 1 Episode 7 "Born to Run" Cavanaugh mentions that the suspect is his daughter's age.
Sean dated Angela Rizzoli (Jane's mother) causing much discomfort between the Rizzoli`s and Sean.
Sean planned to kill Patrick Doyle in the Court house, after learning that Patrick Doyle was responsible for his family´s death. He was talked out of his plans by Maura, saying that the knowledge of being placed in prison by his true love Hope will be much harder than to bear than being killed by Sean.
Angela broke up with him.