Wales has been married three times. He also has two children. When he was 20, Wales married Pam. Pam was a worker at a store in Alabama. He met his second wife, Christine Rohan, through a friend in Chicago. They had a daughter before their marriage ended. Wales moved to San Diego in 1998. In 2002, he moved again to Florida. In 2007, he still lived there. As of 2012 he lives in London, England. In 2012, Wales married Kate Garvey, a government worker for Tony Blair. Wales has three daughters: one with Rohan and two with Garvey.