ballard is openly gay. he and comedian josh thomas were each other's first boyfriend with thomas describing ballard as "much more assertively open and gay, and earnest." as their two and a half year relationship was ending in 2010, thomas was on tour with his show "surprise", "all about being young, gay and in love for the first time." ballard premiered his show, "since 1989", at the belvoir st theatre the following year. dealing with his childhood and first relationship, and largely written prior to the break-up, ballard described the experience as giving him "an element of closure" allowing him to "sign off and say this is what i felt about this time."