Shah and his wife, psychologist Ishma Alvi, moved to Australia with their young daughter in 2012, partly because of the lack of freedom allowed to women and girls in Pakistan. After spending some years in the small town of Northam, WA, they moved to Melbourne in 2015. They became Australian citizens in January 2017. The couple divorced in 2017. In 2019, Shah remarried, although the second marriage only lasted a few months after his wife had an affair.
