In 1939 Helms had married Julia Bretzman Shields, a sculptress six years his senior. Julia brought two children into the marriage James and Judith. Together they had a son Dennis, who as a young man briefly worked at CIA; he later became a lawyer. Julia apparently favored the Democratic Party. Helms was, of course, very non-committal politically. He played tennis. This marriage came to an end in 1967. Later Helms married Cynthia McKelvie, originally from England. She would write two books, both of which included her public experiences during their long marriage.