Sara enjoys flying and holds a private pilot license. In March 1996, Sara was married to Jason Connery, son of Sean Connery, with whom she performed in Bullet to Beijing. In June 1997, they had a son, Dashiell Quinn Connery. The couple divorced in 2002. She is now married to Brian Henson, oldest son of Muppets creator Jim Henson; they have one daughter, Amelia Jane Henson.