On 29 October 1904, he married firstly Pearl Marie Coupland, only daughter of John Coupland, and had by her a daughter and two sons. She died in 1922, and Thesiger remarried Sydney Hilda Hutton-Croft, daughter of George Arthur Hutton-Croft on 3 October 1929, but she died only a year later.
On 29 October 1904, he married first Pearl Marie Coupland, daughter of John Coupland, and had a child by her. She passed away in 1922, and Thesiger remarried Sydney Hilda Hutton-Croft, daughter of George Arthur Hutton-Croft on 3 October 1929, but she died shortly after.