 Cornejo has remarked that he feels "much bigger" than others perceive him, enjoying "big, slow" adagio choreography as well as the quicker movements generally assigned to smaller dancers.Cornejo was married to Carmen Corella, a professional dancer from Spain and the sister of Ángel Corella, the founder and director of the Corella Ballet.Cornejo is now married to an Argentine journalist, they have a child and are living in the Bronx, New York City.