Menuhin was married twice, first to Nola Nicholas, daughter of an Australian industrialist and sister of Hephzibah Menuhin's first husband Lindsay Nicholas. They had two children, Krov and Zamira (who married pianist Fou Ts'ong). Following their 1947 divorce he married the British ballerina and actress Diana Gould, whose mother was the pianist Evelyn Suart and stepfather was Admiral Sir Cecil Harcourt. The couple had two sons, Gerard, notable as a Holocaust denier and far right activist, and Jeremy, a pianist. A third child died shortly after birth.