Born in Trenton, New Jersey Wilson started out his working life as a stockbroker. He married Natalia Pavlovna Paley on September 8, 1937 in Fairfield, Connecticut. It was a marriage of convenience.
Wilson was intelligent, rich and a good companion. Natalia's name and social skills were assets to his business as a Broadway producer. Princess Paley liked her husband's humor, and his homosexuality suited her distaste for physical love.