Following his retirement, Szokolyi moved back to his estate in Bernece and married to Charlotte Berchtold on 27 November 1900. By this marriage Szokolyi became related to the country's most distinguished families – the Berchtolds, the Károlyis and the Bánffys. The couple had 5 children. Alajos was ordained priest, József took the military path and served by the hussars while Ferenc became an agronomist and also followed his father example in sports and achieved several notable results. Their daughters were Erzsébet and Mária. Erzsébet married to Count István Révay, founder-president of the Association of Physical Education of Hungarians in Czechoslovakia.