Wong was a primary school classmate with singer Joey Yung, and in 2012, Wong discovered he is a distant cousin of Eason Chan in his visit to his ancestral home in Dongguan, China. On 19 November 2014, Cho-lam publicly proposed to Leanne Li during live TVB Anniversary show, and was witnessed by TVB officials and colleagues. They married on Valentine's Day in 2015. The couple are devoted Protestants, who have both publicly declared sexual abstinence before marriage. They had a daughter, Gabrielle Wong, who was born on 17 December 2018. Wong is one of the Hong Kong celebrities that voice support for the National People's Congress decision on Hong Kong national security legislation. In December 2020, Cho-lam welcomed the birth of his second daughter Hayley.