Thornton married actress Joanna Page in December 2003. They live in London. Four years before their marriage, they appeared alongside each other in the BBC adaptation of the Charles Dickens novel David Copperfield; he as Ham Peggotty, she as Dora Spenlow.
On 13 February 2010, Thornton was hit by a car during a trip to London. He was treated for shock and injuries to his legs and knees in hospital. Emmerdale show bosses were forced to rewrite a number of scenes involving Thornton's character. Thornton previously lived in a luxury Sandal, Wakefield home rented from Loose Women's Jane McDonald.
On 13 September 2012, Joanna Page announced via her Twitter page that she and Thornton were expecting their first child and on 15 February 2013, Page gave birth to a daughter, Eva Madelief Russell Thornton. On 10 October 2014, he announced that the couple was expecting a second child.