Cary married in 1602 Elizabeth Tanfield (1585–1639), daughter and heiress of Sir Lawrence Tanfield, lord chief baron of the exchequer, and his wife Elizabeth Symonds, daughter of Giles Symondes of Claye, Norfolk. She was aged fifteen at the time of the marriage and had a high reputation for her learning. In very early years she showed a strong inclination for the study of languages, mastering French, Spanish, Italian, Latin, Hebrew, and Transylvanian. As a result of her study of the fathers, she was converted to the Catholic faith, when about nineteen years of age. However she did not acknowledge the change in her opinions till twenty years afterwards.