Wood worked with his wife for many concerts, and was her piano accompanist at her recitals. In 1906, at the Norwich music festival he presented Beethoven's Choral Symphony and Bach's "St Matthew Passion", with his wife among the singers. In December 1909, after a short illness, Olga Wood died. Cathcart took Wood away to take his mind off his loss. On his return, Wood resumed his professional routine, with the exception that, after Olga's death, he rarely performed as piano accompanist for anyone else; his skill in that art was greatly missed by the critics. In June 1911, he married his secretary, Muriel Ellen Greatrex (1882–1967), with whom he had two daughters. In the same year he accepted a knighthood, and declined the conductorship of the New York Philharmonic Orchestra in succession to Mahler, as he felt it his duty to devote himself to the British public.