Saunders married Adrian Edmondson on 11 May 1985 in Cheshire. They have three daughters: Eleanor "Ella" Rose (born 22 January 1986, Hammersmith, London), Beatrice "Beattie" Louise (born 19 June 1987, Kensington and Chelsea, London), and Freya Domenica (born 16 October 1990, Wandsworth, London).