Sanz married Mexican fashion model and actress Jaydy Michel in Bali on December 30, 1999, but this marriage was never legally recognized in either of their home countries. Sanz felt that having a legally recognized marriage was unnecessary: "My wife is my wife and I am her husband. For me, that has enough validity...I am married with the heart." Their daughter, Manuela Sánchez Michel, was born on July 28, 2001. The couple separated in 2005. Sanz later had a son named Alexander with Valeria Rivera, a Puerto Rican fashion designer.