Loken stated in an interview with Curve magazine, "I have dated and have had sex with men and women and have to say that the relationships I have had with certain women have been much more fulfilling, sexually and emotionally, than of those with certain men... I connect with an aura, with energy. And if the person with whom I connect happens to be a female, that's just the way it is. That's what makes my wheels turn."

Loken first generated public speculation about her sexuality when she kissed P!nk at the World Music Awards in Monte Carlo. The Advocate and other LGBT news sources in November 2006 reported Loken might be in a romantic relationship with actress Michelle Rodriguez, her co-star in Bloodrayne. Asked about the relationship in April 2007, Kristanna Loken said, "We're great friends. She'll always remain a great, close friend of mine. I'll always love Michelle."

On January 17, 2008, she announced on her web site that she was engaged to actor Noah Danby (her co-st