In April 1925, Preston married investment banker Jerome "Gerry" Preston (15 March 1897 – 28 May 1934), a Harvard alumnus from Colorado, a man later described by writer Frédéric de Janzé in his memoirs as "a creature of instincts" and "untamed". Shortly afterwards, she formed a brief but close friendship with actress Kay Francis. Following travel to the British East Africa colony of Kenya, the home of the Happy Valley clique, Preston and her husband were persuaded to permanently move there, after a friend of the couple gave them the land she had on the shores of Lake Naivasha. The Prestons lived in a Dutch-style house they built at the shores of Lake Naivasha and associated with the Happy Valley set. Both she and her husband were successful as big game hunters and horse breeders. On their farm, they entertained several guests at times, including actor Gary Cooper on one occasion. Friends of the couple in the community included Alice de Janzé, Lord Erroll and his wife Idina (Preston was often entertained in their mansion), writer Evelyn Waugh and aviatrix Beryl Markham.