Cholmeley's widow, Elizabeth, later married her third husband, Sir William Gascoigne of Cardington, Bedfordshire (her first husband was Sir Walter Strickland of Sizergh). She died in 1546. His illegitimate son, Roger Cholmeley, enrolled at Lincoln's Inn to study law in 1506, eventually becoming Recorder of the City of London (from 1535 to 1545), a member of parliament and Chief Baron of the Exchequer (from 1545). He was knighted in 1534. In May 1552, he was appointed as Chief Justice of the King's Bench. He was Lord Chief Justice for only a year because Queen Mary I would not reappoint him. Also in 1552, he was imprisoned for six weeks in the Tower of London and fined for signing Lady Jane Grey's instrument of succession as Queen. He returned to work as a barrister and was a member of parliament for Middlesex in the early 1550s. Roger died in 1565, survived by two daughters. He is possibly best remembered for his endowment to found a free grammar school, Highgate School, at London.