Grace had three children from her first marriage, two sons, Alfred and Hubert, and a daughter, Grace Lucille. Alfred and Hubert, as Curzon's step-sons, grew up within his influential circle. Curzon had three daughters from his first marriage, but he and Grace (despite fertility-related operations and several miscarriages) did not have any children together, which put a strain on their marriage. Letters written between them in the early 1920s imply that they still lived together, and remained devoted to each other. In 1923, Curzon was passed over for the office of Prime Minister partly on the advice of Arthur Balfour, who joked that Curzon "has lost the hope of glory but he still possesses the means of Grace" (a humorous allusion to the well known "General Thanksgiving" prayer of the Church of England, which thanks God for "the means of grace, and for the hope of glory").