Circus Maximus is the only known foal of Duntle (Danehill Dancer), a multiple Group winner. Her successes include the Gr.2 Duke of Cambridge S., the Listed Sandringham H., the Gr.3 Desmond S. and the Gr.3 Amethyst S.; she was also second in the Gr.1 Prix Rothschild, third in the Gr.1 Sun Chariot S., and lost the 2012 Gr.1 Matron S. in the stewards' room.

Second dam Lady Angola (Lord At War).

Third dam Benguela (Little Current).

This is the family of two top-level winners by Lord At War, Honor In War, winner of the Grade 1 Turf Classic, and La Gueriere, winner of the Grade 1 Queen Elizabeth II Challenge Cup, and of Al Mamoon (Believe It), winner of the Grade 1 John Henry H. and the Grade 2 Eddie Read H. Also connected are Icon Project (Empire Maker), winner of the Grade 1 Personal Ensign S., and Lasting Approval (With Approval), a multiple graded winner and second in the Grade 1 Hollywood Derby.