 Rønne has been in a relationship with Mikkel Lucas Overby since the end of 2008.The couple live in a townhouse in Østerbro, just north of Copenhagen, with their two children, a boy called Nelson (born 18 March 2010) and a girl called Eva (born 5 September 2012).She has previously been linked with actor Rune Tolsgaard and journalist Nikolaj Thomassen.