In 1919, Preston married Horace R. Bigelow Allen, after he completed his service with the United States Army. In later years, Allen became an executive in a plastics corporation. Preston and Horace had a daughter, Alice Gwynne Allen, who later married pilot officer Geoffrey Borden Russell, as well as a son, Ethan Allen. Living in Paris with her husband, Preston met and befriended some of the future key members of the Happy Valley set, such as Alice de Janzé and Josslyn Hay, 22nd Earl of Erroll. The Happy Valley set was a community of mainly British expatriates in Kenya, in the Wanjohi Valley close to the Aberdare Mountains, which had become known for its hedonistic lifestyle. In November 1924, Preston applied for divorce at the Paris courts, on the grounds of desertion. Horace R. B. Allen died on December 17, 1961, in Harbour Island, Bahamas.