He was in a relationship with "Blue Velvet" co-star Laura Dern for three-and-a-half years from 1985 to 1989. Subsequently, he was in a relationship with "Twin Peaks" co-star Lara Flynn Boyle for two-and-a-half years. In 1992, after his relationship with Boyle ended, he began a relationship with supermodel Linda Evangelista after they met at a photo shoot they did together for Barneys New York. According to MacLachlan, they had been engaged for a few years when their six-year relationship ended in 1998.