On May 28, 1934, Preston's husband, Jerome Preston, died at Hotel Pierre, in New York, aged 37, making her a widow at the age of 36. In February 1937, her brother-in-law (Jerome's brother), sportsman Lewis Thompson Preston also died, at age 37. On January 25, 1941, her friend, 22nd Earl of Erroll, aged 39, was murdered in Kenya. Later that year, on September 30, her friend and fellow American expatriate in Paris, Alice de Janzé, committed suicide with a firearm. On 25 August 1942, her former lover, Prince George, was killed in a plane accident, aged 39.