On 18 January 2014, Wolfsburg signed De Bruyne for a fee of £18 million (€22 million). On 25 January 2014, he made his debut for Wolfsburg in a 3–1 home loss against Hannover 96. On 12 April 2014, De Bruyne assisted 2 goals in their 4–1 home win against 1. FC Nürnberg. After a week he scored his first goal for Wolfsburg in 3–1 away win against Hamburger SV. He also scored in the last two matches of the Bundesliga helping his team to win against VfB Stuttgart and Borussia Mönchengladbach.
De Bruyne scored his first goal of the 2014–15 season on 2 October 2014, volleying in a clearance from outside the box to salvage a 1–1 draw against Lille in the Europa League. In the third group match away to Krasnodar on 23 October, De Bruyne scored twice as Wolfsburg secured their first win in the competition with a 4–2 victory. On 30 January 2015, he scored another brace in a 4–1 home win against Bayern Munich, their first Bundesliga defeat since April 2014. On 1 March 2015, De Bruyne assisted three goals in a 5–3 win over his former club Werder Bremen.
On 13 May 2014, he was named in Belgium's squad for the 2014 FIFA World Cup. In their first game of the tournament, against Algeria in Belo Horizonte, De Bruyne assisted Marouane Fellaini's equaliser and was named man of the match by FIFA. In the round of 16, De Bruyne scored Belgium's opening goal in the third minute of extra time as they defeated the United States 2–1.
On 10 October 2014, De Bruyne scored twice in a 6–0 rout of Andorra in UEFA Euro 2016 qualifying, equaling the team's record victory in a European qualifier set in 1986. On 3 September 2015, De Bruyne scored in a 3–1 win over Bosnia and Herzegovina. On 10 October 2015, De Bruyne scored in a 4–1 win over Andorra, which secured Belgium's place at the UEFA Euro 2016 finals. Three days later, he scored in a 3–1 win over Israel, securing Belgium top-spot in the group. On 31 May 2016, De Bruyne was selected for Belgium's final 23-man squad for UEFA Euro 2016. On 18 June 2016, De Bruyne was praised for his performance in Belgium's 3–0 win over the Republic of Ireland. On 26 June 2016, De Bruyne was voted BBC Man of the Match for his performance in a 4–0 win over Hungary in the round of sixteen, where he provided two assists.
Since 2014, De Bruyne has been in a relationship with Michèle Lacroix, who announced on 28 September 2015 that she was pregnant with the couple's son. Mason Milian De Bruyne was born on 10 March 2016. Their second son, Rome De Bruyne, was born on 31 October 2018. De Bruyne and Lacroix married in June 2017. In April 2020, it was announced that they were expecting their third child, who was later born in September 2020, to be their first daughter named Suri.
His autobiography, entitled Keep It Simple, was published by Borgerhoff & Lamberigts in October 2014.