In 1895 he married Mary Victoria Leiter, the daughter of Levi Ziegler Leiter, an American millionaire of German Mennonite origin and co-founder of the Chicago department store Field & Leiter (later Marshall Field). Initially, he had just married her for her money so he could save his estate but ended up nursing feelings for her. Mary had a long and nearly fatal illness near the end of summer 1904, from which she never really recovered. Falling ill again in July 1906, she died on the 18th of that month in her husband's arms, at the age of 36. It was the greatest personal loss of his life.