Pada April 2003, Song dan Lee byunghun menyatakan kepada publik bahwa mereka sedang menjalin hubungan. Pada bulan Juni 2004, mereka memutuskan untuk mengakhiri hubungan.<ref>{{cite web|script-title=ko:[이병헌-송혜교 결별 선언] 만남에서 결별까지|url=http://entertain.naver.com/read?oid=076&aid=0000003743|publisher=Naver|language=Korean|date=15 Juni 2004}}</ref><ref>{{cite web|title=Celebrity Couple Calls it Quits|url=http://www.hancinema.net/celebrity-couple-calls-it-quits-1169.html|publisher=[[HanCinema]]|date=15 Juni 2004}}</ref><ref>{{cite web|title=[TALK OF THE TOWN] ‘Worlds Within’ stars couple up|url=http://koreajoongangdaily.joins.com/news/article/article.aspx?aid=2908374|website=[[Korea JoongAng Daily]]|date=6 Agustus 2009}}</ref><ref>{{cite web|title=Hyun Bin, Song Hye-kyo Announce Split|url=http://english.chosun.com/site/data/html_dir/2011/03/09/2011030901091.html|website=[[The Chosun Ilbo]]|date=9 Maret 2011}}</ref>
Song hye kyo adalah anak tunggal, orangtuanya bercerai saat dia masih belia. Ibunya bernama Song Dae-Seob.
Pada 5 Juli 2017, Song hye-kyo dan rekan mainnya dalam ''[[Descendants of the Sun]]'' Song joong-ki mengumumkan melalui agensinya masing-masing bahwa mereka bertunangan.<ref name="jkhkwedding">{{cite web|url=http://english.chosun.com/site/data/html_dir/2017/07/05/2017070501400.html|title=Song Joong-ki, Song Hye-kyo to Wed in October|date=5 Juli 2017|work=The Chosun Ilbo}}</ref><ref>{{cite web|title=Descendants of the Sun stars Song Joong-ki, Song Hye-kyo to wed|url=http://www.channelnewsasia.com/news/lifestyle/descendants-of-the-sun-stars-song-joong-ki-song-hye-kyo-to-wed-9004520|work=[[Channel NewsAsia]]|date=5 Juli 2017|access-date=2018-03-21|archive-date=2018-12-25|archive-url=https://web.archive.org/web/20181225171944/https://www.channelnewsasia.com/news/lifestyle/descendants-of-the-sun-stars-song-joong-ki-song-hye-kyo-to-wed-9004520|dead-url=yes}}</ref><ref>{{cite web|url=http://www.koreaherald.com/view.php?ud=20170808000234&ACE_SEARCH=1|title=‘Descendants of the Sun’ stars to wed at The Shilla|date=8 Agustus 2017|work=The Korea Herald}}</ref> Mereka menikah dalam suatu upacara tertutup pada 31 Oktober 2017 di Youngbingwan, [[Hotel Shilla]] di [[Seoul]], di tengah minat media yang begitu besar di seluruh [[Asia]].<ref>{{cite web|title=Marriage of Song Joong-ki, Song Hye-kyo shrouded in complete secrecy|url=http://english.yonhapnews.co.kr/culturesports/2017/10/30/0701000000AEN20171030013100315.html|website=Yonhap News}}</ref><ref>{{cite web|title=[공식입장 전문] 송중기송혜교, 예식 사진 공개.."행복하게 살게요"|url=http://osen.mt.co.kr/article/G1110765738|website=OSEN}}</ref> Upacara ini dihadiri oleh keluarga dan kerabat terdekat pasangan tersebut,<ref>{{cite web|title=Song Joong-ki, Song Hye-kyo get married in private wedding|url=http://english.yonhapnews.co.kr/culturesports/2017/10/31/0701000000AEN20171031011951315.html|website=Yonhap News}}</ref> termasuk aktor [[Lee Kwang-soo]], [[Yoo Ah-in]], dan [[Park Bo-gum]] yang juga bermain [[piano]] saat resepsi pernikahan.<ref>{{cite web|title=[단독]'D-1' 송송 결혼식 '박보검 피아노X유아인·이광수 편지 낭독'|url=http://sports.chosun.com/news/news.htm?id=201710310100241970018936&ServiceDate=20171030|website=Sports Chosun}}</ref><ref>{{cite web|title=[공식입장] 송중기 측 “박보검, 송송커플 결혼식서 피아노 반주한다”|url=http://osen.mt.co.kr/article/G1110764210|website=OSEN}}</ref>
