Characters in David Sedaris's Calypso include Sedaris himself, his partner, his family, and other people he interacts with. Calypso is a set of essays that detail incidents in the life of the author.

David Sedaris is a man from the South with a large family. He has a partner named Hugh that he's been with for many years. They've lived in England, France, and America together; one of their latest acquisitions was a beach house on the East Coast of America. Sedaris thinks back to his childhood when his parents talked about buying a beach house. He invites his family to visit. He often thinks of his deceased mother and his sister who recently committed suicide.

Hugh is Sedaris's partner. He's an artist who's clever, grounded, and well-travelled. He grew up all over the world. He and David often clash over things but make amends soon after.

Lou Sedaris is David's father. He's a no-nonsense elderly man who's trying to save as much money as possible to leave to his children. He's a Republican; he and David fight about the election of Donald Trump in the book. He's very stubborn and doesn't want help from anyone.

Amy Sedaris is one of David's sisters. She's a famous comedian in her own right. She is very off-the-wall, is very sarcastic, and does unexpected things. She doesn't seem to care what people think of her. She encourages her niece to participate in a spa day with her where they give the members of their family spa treatments.

Tiffany is David's sister who killed herself. She didn't like being associated with most of the family before she died. David didn't get along with her but did worry about her.

Gretchen is another of David's sisters. At one point she takes pills that make her sleepwalk and sleep eat.

Paul is David's only brother and youngest sibling. He's the only one in the family with a child. He seems dense and uncultured but he's a hard worker with a good heart.

Madeline is Paul's daughter. She's very bright.