
Penn was supposedly engaged to actress Elizabeth McGovern, his co-star in 1984's Racing with the Moon, after which he dated Susan Sarandon. Penn's personal life began to attract media attention when he married pop star Madonna in 1985. The relationship was marred by violent outbursts against the press, including one incident for which he was arrested for assaulting a photographer on a film set; Penn was sentenced to 60 days in jail in mid-1987, of which he served 33 days. It is also alleged that when Penn discovered the paparazzo in his hotel room, he hung him by his ankles from the ninth-floor balcony. Madonna dedicated her third studio album, True Blue to Penn, referring to him in the liner notes as "the coolest guy in the universe". Later in the marriage, Penn was charged with felony domestic assault, a charge for which he pleaded to a misdemeanor. Penn and Madonna divorced in 1989.
He soon began a relationship with Robin Wright, and their first child, a daughter named Dylan Frances, was born in 1991. Their second child, a son named Hopper Jack, was born in 1993. Penn and Wright married in 1996 and lived in Ross, California. The relationship has gone through on-and-off again periods in recent years. Divorce plans and separation have been announced, beginning in December 2007, and again in April 2009, only to be withdrawn, most recently in May 2009. On August 12, 2009, Robin Wright Penn filed for divorce, declaring she has no plans to reconcile.
During a separation from Wright in the mid 1990s, Penn dated singer and songwriter Jewel. He was also the director of the original video for Jewel's hit song "You Were Meant for me"
Recently, Penn has been linked with model Jessica White.
Penn's younger brother, Chris, died from an enlarged heart in his Santa Monica condominium on January 24, 2006.
Along with Johnny Deep, Mick Hucknall, and John Malkovich, Penn was a part-owner of the Parisian restaurant-bar Man Ray.