Lloyd married his secretary Elizabeth Marshall, known as Bae, daughter of Roland Marshall of West Kirby, a family friend. Lloyd, who still lived with his parents when in the Wirral, and who had never had a serious girlfriend, was uneasy with women. Pamela Berry claimed that Selwyn had told her that he did not much care for sex. He wrote to his parents (November 1950) that "the fatal announcement" of their engagement had been made and that he felt like somebody shivering before getting into a cold bath. The marriage took place on the Wirral on 29 March 1951. Lloyd was 46 whilst Bae, a solicitor by profession, was born in 1928, making her 24 years his junior. At the reception somebody told him that he had a beautiful bride, and he responded that he had a beautiful wedding cake too. Lloyd's younger sister Rachel, and Bae's mother, both had misgivings about the marriage. Selwyn and Bae had a daughter, Joanna, but divorced in 1957. At the time of Suez Bae had been in a bad car crash with her lover, whom she later married. Lloyd was awarded custody of his daughter. He remained on friendly terms with his wife after his divorce, but seldom spoke of her to others, so much so that Ferdinand Mount records that he had no idea how her name was pronounced. Rab Butler quipped that Selwyn's wife had left him "because he got into bed with his sweater on".