In 1890, Selfridge married Rosalie "Rose" Buckingham of the prominent Buckingham family of Chicago. Her father was Benjamin Hale Buckingham, who was a member of a very successful family real estate business established by her grandfather, Alvah Buckingham. At 30 years old, Rose was a successful property developer, having inherited money and expertise from her family. Rose had purchased land in Harper Ave, Hyde Park, Chicago and built 42 villas and artists cottages within a landscaped environment. The couple had five children: three girls and two boys (though their first son died soon after birth).