During the late 1980s and early 1990s, Shields and Bilinda Butcher were in a relationship. Most of Shields' siblings have reached various degrees of fame. His brother Jimi was a founding member and drummer of the indie rock band Rollerskate Skinny, who has since formed Wounded Knees and become co-director of TTT (thirtythreetrees), a Dublin landscape design practice. His sister Ann Marie has worked extensively in the music industry and has managed tours for both My Bloody Valentine and Rollerskate Skinny, as well as being credited for co-ordination on "Loveless". His youngest sister, Eileen, is a shoe designer who has designed for Bono, Drew Barrymore and PJ Harvey.