Borden is married to Sue, with whom he has two sons, Garrett and Steven, and a daughter, Gracie. He has been a born-again Christian since August 1998, and is a church deacon. He occasionally appears at religious wrestling shows hosted by fellow born-again Christians Ted DiBiase and Nikita Koloff.

Sting appeared in the 1998 film The Real Reason (Men Commit Crimes), the 2000 film Shutterspeed and the 2000 film Ready To Rumble. He has also made guest appearances in several television series, including Thunder in Paradise, Walker, Texas Ranger, The Nightmare Room and MADtv. In 2004, a biographical film entitled Sting: Moment of Truth about Sting's life was released direct-to-video. The film featured numerous wrestling personalities, with Sting depicting himself as an adult and Donnie Fallgatter depicting Sting as a child.

Borden owns the trademark on the name "Sting".