At the age of 19, he left Japan to study and reside in Los Angeles where he earned a bachelor's degree in Economics at CSULA. At the same time, he consistently improved his martial arts skills while learning a wide variety of styles, such as Chinese Xing Yi Quan, Korean Tae Kwon Do, and Japanese Shitō-ryū and Shotokan-ryū Karate.
He is the father of Kane and Shane Kosugi. After taking a hiatus from film, he started a taiko group in California. In Japan, he also ran an internationally oriented group of martial arts acting schools known as the Sho Kosugi Institute. He resides in Los Angeles. Films in which Kosugi's sons perform alongside their father include Revenge of the Ninja, Pray for Death, Black Eagle, and Journey of Honor (aka Kabuto, aka Shogun Warrior).