His second marriage was an arranged one, to Bina Bhatia, which too ended in divorce. Anup’s third marriage was to Medha Gujral, niece of former Indian Prime Minister I. K. Gujral and director Shekhar Kapur’s first wife whom he had divorced in 1994. Anup and Medha have a son named Aryaman (born in 1996), who studied at Princeton University. Medha died on 25 November 2014 in New York City of renal failure following a second heart and first kidney transplant.

He met Jagadguru Shree Kripaluji Maharaj in Mumbai and agreed to release several CDs of his compositions. In 2008 he recorded the title song “Golden Memorable Yaadein” for the CD “Noorani Chehra”, produced by Shaukat (Sam) Kassam to commemorate the Golden Jubilee of the Aga Khan.

On 16 September 2018, Jalota entered Bigg Boss house in its twelfth season, as a contestant, along with Jasleen Matharu.

It came to light in 2018 that he had been in a relationship with Bigg Boss 12 contestant Jasleen Matharu, who is thirty-seven years younger than him. They had been together at least three and a half years prior. However, after getting evicted from the house, Anup said their relationship was only of a teacher and student.