Sho Madjozi has kept her love life out of the spotlight throughout her career, and has made a concerted effort to not publicly comment on who she is dating.
Sho Madjozi has yet to confirm a relationship to the public throughout her time as a South African celebrity, and has kept her social media pages focused on her career, travel and family. In late 2019, the John Cena singer was linked to South African cricketer, Kagiso Rabada, due to their close relationship and her appearances at his cricket matches.
Sho Madjozi, however, dismissed the rumours, according to local media in February 2020, claiming that they were just friends. She added that the rumours may have been sparked by her love for cricket and her attendance at local games.
Sho Madjozi was also briefly linked to singer, Sjava, after fans of both artists believed that they had shown undeniable chemistry at a Heritage Day performance in 2018. This was neither confirmed nor denied by either artist. At the time, however, Sjava was making headlines for his legal battle with his ex-girlfriend, Lady Zamar.