Where can I get a comprehensive criminal dataset? I want to create a machine learning model to predict the probability of Person committing crime in future. Given his/her past crime history, age, gender, race, employment history, family information (Married, Having young kids, etc.), financial status etc.

Please suggest some data sources having such information to train the model.
Take a look at the Bureau of Justice Statistics site. Other sites that you might find interesting would be U.S. City Census Crimes Data. Of course, Knoema, will provide more of an international flare that you might find useful.