Shelley started going out with director/producer Harry Winer in the around the mid-1980s. They first worked together in 1984, in the telefilm Single Bars, Single Women where Shelley was one of the leads and which Harry directed. They were spotted many times in each other's company throughout the 1980s. In July of 1984, they attended the premiere of the feature film Grandview, U.S.A. which starred Jamie Lee Curtis, Patrick Swayze, C. Thomas Howell, Jennifer Jason Leigh and Troy Donahue. It was held at the WGA Theatre in Beverly Hills, California. Shelley and Harry would eventually get married and have a daughter, Devon Rose. They are currently co-presidents at their very own production company called Smash Media Inc. and have produced numerous movies for the Hallmark Channel as well as a couple of film features, The Expatriate/Erased (2012) and The Doorman (2020).