After losing their first child at the age of four months in 1887, the Dudeneys had one daughter, Margery Janet (1890–1977). She married (John) Christopher Fulleylove, son of John Fulleylove and one of an esteemed family of English artists. The Fulleyloves emigrated to North America, first living in Canada and eventually settling first in Oakland, Michigan, and later New York. They had three sons: John Gabriel (died in infancy), James Shirley, and Julian John ("Barney"); and two daughters: Catherine and Elizabeth Ann ("Nancy").