She married McClintic on September 8, 1921, in her aunt's summer home in Cobourg, Ontario, Canada. Cornell's family had often summered there among other wealthy Americans. The couple eventually bought a townhouse at 23 Beekman Place in Manhattan. It is generally acknowledged that Cornell was a lesbian, and that McClintic was gay, and their union was a lavender marriage. She was a member of the "sewing circles" in New York, and had relationships with Nancy Hamilton, Tallulah Bankhead, Mercedes de Acosta, and others.