Jones has been married to school teacher Wendy since 2000. They have three sons, Ajay Covell Jones (born May 3, 2005), Avery Jones (born February 14, 2007), and Albey Jones (born September 15, 2009), and a daughter, Anney Jones (born October 8, 2014). Their first son's middle name was taken from the last name of Jones' best friend and fellow wrestler Christopher Daniels, whose real name is Daniel Covell. In 2010, Jones acquired a large tattoo down the right side of his torso which reads "AJ 05-03-05 02-14-07 09-15-09", representing his initials and birth dates of his first three children. In 2016, he added the birth date of his fourth child, reading "10-08-14". The family lives in Gainesville, Georgia.
Jones is a devout Christian, stating that in his life, "It's God first and family second." He is a big fan of Christian hip hop music, and boasts that he can "school almost any rapper" on the genre's history. His favorite groups to listen to are the West Coast-based K2S, Lil' Raskull, FTF, and L.G. Wise. While Jones was working for TNA, he met GRITS members Stacey "Coffee" Jones and Teron "Bonafide" Carter at Universal Studios Florida, TNA's former primary television taping location. Jones would become good friends with the duo, using their remix of his entrance music "I Am" (renamed "Get Ready to Fly") from 2009 through 2013 and continues to stay in touch with them to this day.