Valo dated Finnish television host and model Jonna Nygrén in the early 2000s. The two got engaged in 2005 but broke up in spring 2006. The couple reunited in the summer of 2006 but broke up again in 2007. In 2009, Valo was involved in a relationship with an undisclosed partner, which served as the main inspiration for HIM's 2010 album "". In March 2012, Valo was linked to Parisian model Sandra Mittica. In April 2015, the couple were reported to have ended their relationship. Since September 2016, Valo has been linked to Finnish model Christel Karhu.