Shah is married to Sonal Shah and the couple have a son named Jay Shah. Shah's mother died from an illness on 8 June 2010. People close to Shah have described him as someone who does not like to socialise much. He has six sisters, two of whom live in Chicago. In September 2019, he was operated for lipoma at the backside of his neck. On 2 August 2020, Shah tested positive for COVID-19 and was admitted to the hospital.