Shepard met Academy Award-winning actress Jessica Lange on the set of the 1982 film "Frances", in which they were both acting. He moved in with her in 1983, and they were together for 27 years; they separated in 2009. They had two children, Hannah Jane Shepard (born 1986) and Samuel Walker Shepard (born 1987). In 2003, Shepard's elder son, Jesse, wrote a book of short stories, and Shepard appeared with him at a reading at City Lights Bookstore. In 2014 and 2015, Shepard dated actress Mia Kirshner.