From 1981 to 1996 she was in a relationship with Artist Tim Rollins.
She is the owner of Kate's Lazy Desert in Landers, California, and Kate's Lazy Meadow in Mount Tremper, New York, a rustic modern lodge in New York's Catskill Mountains. She operates the businesses with Monica Coleman, her partner since 2003. On August 3, 2015, Pierson and Coleman married in a ceremony attended by The B-52's, singer Sia Furler and Furler's husband, Erik Anders Lang.
In February 2015, Pierson released her first solo album, Guitars and Microphones, featuring material co-written by Sia Furler. She later released the non-album single "Better Not Sting the Bee," and on April 15, 2016, she released a cover of "Venus" as a single.