Her father, Mr. Zippy. He is in the episode Putting Your Hoof Down. He’s a grey mail pony with bad eyesight, so I always thought he could be Derpy’s father.

Her mother Graceful Falls, she appears in the background in those wedding episodes

Hugh Jelly, the pony who’s strangely obsessed with tubs of jelly. I’ve always thought of him as her brother. 

Crackle Pop appears in The Cart Before the Ponies participating in the Applewood Derby alongside Derpy, so I think he actually is her brother

Derpy’s baby sister Dipsy. A baby unicorn that appeared in Baby Cakes, who has the same color scheme as derpy.