Lloyd married his leading lady Mildred Davis on February 10, 1923 in Los Angeles, California. They had two children together: Gloria Lloyd (1923–2012) and Harold Clayton Lloyd Jr. (1931–1971). They also adopted Gloria Freeman (1924–1986) in September 1930, whom they renamed Marjorie Elizabeth Lloyd but was known as "Peggy" for most of her life. Lloyd discouraged Davis from continuing her acting career. He later relented but by that time her career momentum was lost. Davis died from a heart attack in 1969, two years before Lloyd's death. Though her real age was a guarded secret, a family spokesperson at the time indicated she was 66 years old. Harold Jr. died from complications of a stroke three months after his father.