Sanders was married to Susan Larson from 1940 until they divorced in 1949. Then he was married to Zsa Zsa Gabor from 1949 until they divorced in 1954. Then he was married to Benita Hume from 1959 until they divorced in 1967. He was last married to Magda Gabor from 1970 until they divorced in 1971. He was partners with Lorraine Chanel from 1968 until his death in 1972. He had no children.