From what I can remember, the manga has shown or at least referred to the family of most if not all of the Rookie Nine, as well as most of the other major characters in Naruto. However, I don't remember reading anything about Rock Lee's family, and I can't find anything on the Naruto Wiki. Has any information been given about his family (parents, clan, etc.)?
Okay, per "Madara's" request, due to speculation and interpretation of how things have gone in Naruto so far. It really feels as so that Lee is really reliant to Gai to the point of seeing him as a guardian, or even a father. Notice how even his own parents did not help to comfort him after his failure at genjutsu and ninjutsu broke him down in tears. Maybe they're just really negligent towards him, but on the other hand, there was a war 12(Naruto part 1) - 17(Shippuuden) years ago, involving the Kyuubi. Now we know there were many casualties, such as Minato, Iruka's parents, etc. So therefore, it is possible, if not overall probable that his parents were in the war as well. This was different from most of the other wars, as it was on the home front, rather than invading another country. Therefore, the entire village would be in a total war situation, where every capable villager would be drafted to fight; knowledge of ninja skills irrelevant. For all we know, they could've been basic villagers who just sell fish for a living and they just so happened to get killed by the Kyuubi on its rampage. And then Lee being at most 1 years old, could've taken an oath to avenge his parents' deaths by learning jutsu (see how well that turned out...). But of course no information has ever been given about his family, so this is pure speculation.