He married Amy Gwen Wilson (usually called Gwen, the daughter of Edward John Wilson, who lived in Johannesburg), at Chelsea Register Office on 30 January 1920.
She was described as "a show stopping beauty and artist".
Their relationship began when she was living with writer Gilbert Cannan, a friend of D. H. Lawrence, and they initially formed a ménage à trois.

From 1930 the couple lived in a London home, Mulberry House in Smith Square, Westminster.
Paying homage to their early relationship, they commissioned a 1.6 metres (5.2 ft) high relief from the prominent artist Charles Sargeant Jagger called "Scandal", which they displayed in their living room.
This showed a naked couple in an intimate embrace watched by society ladies in a state of outrage.
The sculpture and the Baron's relationship led to censure and outrage from their contemporaries.
 In 2008 "Scandal" was bought for £106,000 by the Victoria and Albert Museum where it is on display.
He married Amy Gwen Wilson (usually called Gwen, the daughter of Edward John Wilson, who lived in Johannesburg), at Chelsea Register Office on 30 January 1920. She was described as "a show stopping beauty and artist". Their relationship began when she was living with writer Gilbert Cannan, a friend of D. H. Lawrence, and they initially formed a ménage à trois.
From 1930 the couple lived in a London home, Mulberry House in Smith Square, Westminster. Paying homage to their early relationship, they commissioned a 1.6 metres (5.2 ft) high relief from the prominent artist Charles Sargeant Jagger called "Scandal", which they displayed in their living room. This showed a naked couple in an intimate embrace watched by society ladies in a state of outrage. The sculpture and the Baron's relationship led to censure and outrage from their contemporaries.  In 2008 "Scandal" was bought for £106,000 by the Victoria and Albert Museum where it is on display.
Henry Mond, 2nd Baron Melchett