In late June 1939, Godley's wife Louisa died in England of a cerebral thrombosis. The couple were childless. She had lived in New Zealand during Godley's term as Commandant of the New Zealand Military Forces, and had also accompanied him to Egypt during the war. While in Egypt, she had been mentioned in despatches for her work in setting up and running a hospital in Alexandria for New Zealand soldiers. A wreath was sent for the funeral by the New Zealand government on behalf of its citizens.