In 1873 he married Edith, the daughter of J. H. Elwes (and hence sister of Godman's friend H. J. Elwes) and after her death in 1875 married Alice, daughter of Percy Chaplin in 1891. Along with his second wife, later Dame Alice Mary Godman (1868–1944, who became deputy president of the British Red Cross Society), he travelled to the West Indies and through Africa. He had two daughters by his second wife, Eva Mary (1895–1965) and Catherine Edith (1896–1982). Both his daughters took an interest in natural history. The elder daughter Eva was killed by a vehicle when she crossed a street to post a letter. His collection of more than 600 pieces of Islamic pottery was transferred to the British Museum through the will of his younger daughter, Catherine, who died in 1982.