We present measurements of the binding energies of $^6$Li p-wave Feshbach molecules formed in combinations of the (F = 1/2, m_F = +1/2), (1), and (F = 1/2, m_F = -1/2), (2), states. The binding energies scale linearly with magnetic field detuning for all three resonances. The relative molecular magnetic moments are found to be $113 pm 7 mu$K/G, $111 pm 6 mu$K/G and $118 pm 8 mu$K/G for the (1)-(1), (1)-(2) and (2)-(2) resonances, respectively, in good agreement with theoretical predictions. Closed channel amplitudes and the size of the p-wave molecules are obtained theoretically from full closed-coupled calculations.