Her husband is Hong Kong actor and singer Julian Cheung. In May 2006, Yuen announced that she was 3 months pregnant with their first child. Their son, Morton Cheung, was born on November 12, 2006. On June 23, 2007, Yuen was a guest on TVB's Be My Guest with host Stephen Chan revealing that she and Julian were secretly married in the United States, San Francisco, back in 2001.