Astor became engaged to Eileen Sherman Gillespie (1915–2008), the elder daughter of Lieutenant Lawrence Lewis Gillespie (1876–1940) and Irene Muriel Augusta Sherman (1887–1972), in early December 1933. Irene's parents were businessman William Watts Sherman (1842–1912) of Duncan, Sherman & Company and Sophia Augusta Brown (1867–1947). They planned to marry on February 6, 1934, but she called the wedding off on January 22 after a bitter argument. Heartbroken, Astor went to Shanghai shortly afterward to grieve, returning to America in early May 1934. He blamed her parents for interfering with the relationship. He once suggested they could reconcile, saying, "I was willing to marry her, and if I were to think about it, I might still be willing to marry her." Eileen's daughter Marguerite "Margy" Slocum later said of him: "She felt that he had grown up lonely... He was a bit eccentric, and she felt he wasn't mature enough to get married."