On May 29, 1926, Bruce married Ailsa Mellon, the daughter of the banker and diplomat Andrew W. Mellon. They divorced on April 20, 1945. Their only daughter, Audrey, and her husband, Stephen Currier, were presumed dead when a plane in which they were flying in the Caribbean disappeared on January 17, 1967, after requesting permission to fly over Culebra, a U. S. Navy installation. No trace of the plane, pilot, or passengers was ever found. Audrey and Stephen Currier left three children: Andrea, Lavinia, and Michael.