Neuer won the Footballer of the Year (Germany) prize, was voted into the UEFA Team of the Year, and finished third in the FIFA Ballon d'Or. Neuer started the season by losing the 2014 DFL-Supercup to Borussia Dortmund. On 30 January 2015, Neuer started on matchday 18, where Bayern lost to VfL Wolfsburg 4–1. This was the first league match since joining Bayern in 2011 where he had given up four goals in a match. The last time Bayern had given four goals in a match was against Wolfsburg on 4 April 2009. On 28 April 2015, Neuer was one of four Bayern players to miss in a 2–0 penalty shootout defeat to Borussia Dortmund in the DFB-Pokal semi-final. Neuer finished the season with 32 Bundesliga appearances, five German Cup appearances, 12 UEFA Champions League appearances, and one German Super Cup appearance for a total of 50 appearances.
The season started when Neuer started in the 1–1 draw against VfL Wolfsburg in the 2015 DFL-Supercup. Wolfsburg won the subsequent shootout. On 20 April 2016, Neuer extended his contract with Bayern until 2021. Neuer finished the season with 34 Bundesliga appearances, five German Cup appearances, 11 UEFA Champions League appearances, and one German Supercup Cup appearance for a total of 51 appearances.
A former outfield player in his youth, in addition to his goalkeeping ability, Neuer has also been praised for his excellent ball control and for his accurate distribution of the ball with both his hands and feet; his long throwing range and ability to kick the ball into deep areas with either foot enables him to the play the ball out on the ground or create plays or launch swift counter-attacks from the back. Regarding his technical skills on the ball in comparison to other players in his role, Neuer has stated that he could play in the German third division as a centre-back if so desired. Due to his authoritative leadership and vocal presence in goal, he also excels at communicating with his defenders and organising his team's defensive line. In 2015, Gianluigi Buffon described Neuer as the best goalkeeper of his era in the air.
Neuer was in a relationship with Kathrin Glich until 2014. In 2015, Neuer started a relationship with Nina Weiss. On 21 May 2017, Neuer and Weiss married in Tannheim, Austria, in a civil ceremony, which was followed by a church wedding in the Cathedral of Santissima della Madia in Monopoli, Italy, on 10 June. The couple separated in early 2020, then Neuer started dating Anika Bissel.