Although never officially married, in November 2010 Joe entered into a "civil domestic partnership" with Christina McLarty Arquette in a ceremony at his ranch in Mexico. However the couple split up shortly afterwards.
Owner of Villa Ranchos 13, which he named "Casa Aramara", in the Ranchos Estates gated community of Punta Mita, Mexico; his pay-per-view special Girls Gone Wild: Halftime Games (2007) was shot there.
He and Chandler Robbins became friends when they were students at the University of Southern California (USC); Robbins subsequently was employed by his Oklahoma-incorporated company Mantra Films Inc. for five years.