 Pessl married Nic Caiano, a hedge fund manager, in 2003; they divorced in 2009.She married neurosurgeon Dr. David Gordon on February 28, 2015; they have two children – Winter Guinevere Gordon, born July 10, 2015, and
Avalon Blue Gordon, born January 24, 2017.Pessl was also a contributing musician to The Pierces' third studio album, "Thirteen Tales of Love and Revenge", released in 2007.