In 2010, Sanchez began dating actor Zach Gilford, with whom she co-starred in the ABC television pilot The Matadors. The couple became engaged in November 2011, and married on December 29, 2012. The couple also co-starred in The Purge: Anarchy. In August 2015, Sanchez announced that she and Gilford were expecting their first child, a son, that November. In October 2015, the couple announced that Sanchez had suffered a late-term miscarriage. On November 29, 2017, the couple welcomed a daughter, Zeppelin Adele, born via surrogate.