Sri Guru HarGobind Sahib Ji had five sons and one daughter. They were:

1.Baba Gurditta was born to Mata Damodri in 1613.

2.Bibi Viro was born to Mata Damodri in 1615.

3.Baba Surj Mal was born to Mata Marwahi in 1617.

4.Baba Ani Rai was born to Mata Nanaki in 1618.

5.Baba Atal Rai was born to Mata Nanaki in 1619.

6.Baba Tegh Bahadur was born to Mata Nanaki in 1621

Some Background

There lived a Sikh, Gurmukh in Amritsar who had the only son, Mohan. Baba Atal and Mohan used to play together. One day they played until nightfall. The victory remained with Baba Atal and it was agreed upon that the play would be resumed the next morning. When Mohan went out, he was bitten by a cobra and the boy succumbed to death. Next morning Baba Atal Rai went to Mohan's house and was told that Mohan was dead. Baba Atal did not believe that he was dead and he lifted the dead Mohan to life. Upon this the Guru angrily addressed to his son," You must be working miracles, while I teach men to obey God's Will." Baba Atal replied," Great King, may you live for ages, I depart for Sachkhand (heaven)." By saying this, he left and went to bathe in the tank of nectar. After his ablutions, he circumambulated the Golden Temple four times. As he finished his morning devotions, his light blended with the Light of God when he was nine years old.

Guru Har Gobind narrated all the circumstances to his eldest son Gurditta and sent him to Budhan Shah, whose devotion he commended. Baba Gurditta took his wife Natti and his son Dhir Mal and met Budhan Shah on the bank of river Satluj. Baba Gurditta reminded,"O priest, thou hast the milk that was entrusted to thee. Bring that to me. The Guru is my father, and he has sent me to taste it." Budhan Shah gave the milk and it is said that it was as fresh as it had been set. Baba Gurditta and his wife Natti continued to reside in Kiratpur. A son was born to them on January 16, 1630 and they called him Har Rai.

After this the Guru sent for Baba Gurditta's eldest son, Dhir Mal, from Kartarpur, and also for the Adi Granth which was in his custody. He intended that the holy volume should be read for the repose of Gurditta's soul, and also that Dhir Mal should be present to receive a turban after his father's death in token of succession to his property and position. Dhir Mal declined the invitation saying,"My father is not in Kiratpur. To whom shall I go? It is through fear of the Guru my father died. I do not desire to die yet. I will myself have the Adi Granth read for my father." Thus he kept holy scripture thinking that whosoever had its custody would be the Guru. Bhai Bidhi Chand had unfinished copy of the Adi Granth which was read at that time. One day the Guru's wife Mata Nanaki asked him,"O my lord, you always show great kindness to Har Rai, who is your grandson, but you never show regard to your own son Tegh Bahadur. Fulfil my wishes to put him on your throne." The Guru replied," Tegh Bahadur is a Guru of Gurus. There is none who can endure the unendurable so well as he. He has obtained divine knowledge and renounced worldly love. If you have patience, the Guruship shall revert to him."

A day was appointed for a great assemblage. When all were present, Guru Har Gobind rose, took Har Rai by the hand and seated him on the throne of Guru Nanak. Bhai Bhana, son of Bhai Buddha, affixed thetilak to Har Rai's forehead and decorated him with a necklace of flowers. The Guru putting five paise and a coco-nut in front of him, bowed before him declaring him the Guru, and addressed the Sikhs,"In Har Rai now recognize me. The spiritual power of Guru Nanak hath entered him." Upon this the Sikhs shouted congratulations and minstrels began to sing. After this Guru Har Gobind left this world in March, 1644 at Kiratpur.

When the last rites were completed, Mata Nanaki and her son Tegh Bahadur set out, according to the Guru's order, for Bakala, where they both lived until Tegh Bahadur obtained the Guruship. from Guru Harkrishan (who was his Grand-father Baba Gurditta's brother)

Source: http://allaboutsikhs.com/gurus/guruhargobindi4.htm