Delaney has publicly shared his experience with clinical depression and alcohol addiction. In 2002, Delaney blacked out while driving and drove his car into a building owned by the Los Angeles Department of Water and Power. In the wreck, he broke his left wrist and right arm, and had both of his knees scratched to the bone. This prompted Delaney to stop drinking, and he has been sober since February 4, 2002.