Winona has a highly publicized relationship with Johnny Depp. They become engaged, and he famously gets a tattoo that says "Winona Forever". The relationship ends in 1993.

Following her split from Depp, Ryder dated Dave Pirner, the lead singer of the band Soul Asylum, for a brief period.

Ryder dated actor Matt Damon. The couple were often photographed together, and the relationship was widely followed by the media. They broke up in 2000.

Winona has been in a long-term relationship with fashion designer Scott Mackinlay Hahn since 2011. The couple maintains a relatively private relationship, rarely appearing in public together.