Yuuki is his pureblood wife/sister. He died before he did.
He died trying to kill her, and she witnessed his murder, though blamed Ruka Souen for it. (Yuuki later blamed Sophia, resulting in Sophia owning her and stealing the Artmeis Rod.
Zero was the one that eventually murderer Kaname, but is never found out. Kaname and Zero hated each other since they first met, and Zeros hate for him grew more when he married Yuuki, the girl Zero loved.