Auchinleck attended the Staff College, Quetta between 1920 and 1921. He married Jessie Stewart in 1921. Jessie had been born in 1900 in Tacoma, Washington, to Alexander Stewart, head of the Blue Funnel Line that plied the west coast of the United States. When he died about 1919, their mother took her, her twin brother Alan and her younger brother Hepburne back to Bun Rannoch, the family estate at Innerhadden in Perthshire. Holidaying at Grasse on the French Riviera, Auchinleck, who was on leave from India at the time, met Jessie on the tennis courts. She was a high-spirited, blue-eyed beauty. Things moved quickly, and they were married within five months. Sixteen years younger than Auchinleck, Jessie became known as 'the little American girl' in India, but adapted readily to life there. They had no children.