He married firstly in 1913 Jean Sutherland, daughter of the Reverend John Sutherland of Uitenhague, South Africa, and, secondly, Mona Constance Mary Tweedie, daughter of Admiral Sir Hugh Tweedie, KCB, and his wife, Constance Marion (Mona) Crossman. He acknowledged the help of his first wife in the production of his first four books and of his second wife in the production of his later works. He met Mona Tweedie in 1931 and was married to her after divorce from his first wife in 1936. Mona Macmillan became an author in her own right, publishing "Introducing East Africa" in 1952, "The Land of Look Behind: A Study of Jamaica" (1957), "Mediator and Moderator: The life of Sir Henry Barkly" (1969), "Champion of Africa: W.M. Macmillan, the second phase" (1985), and a memoir, "Mona's Story", posthumously, in 2008. She also edited the writings of the controversial Zambian archbishop, Emmanuel Milingo, and, with her daughter, Catriona, the correspondence of the Pratt family. She died in Oxfordshire in 2003 at the age of 95. There were no children from the first marriage and four children from the second marriage.