In 1597 he married Margaret Hamilton, daughter of the 1st Marquess of Hamilton, but the couple quarrelled and had no surviving children.
This was from Lady Amy Manners, the pretty, golden-haired daughter of the estimable Marquess of Shepley.
However, with the death of the 4th Marquess, the Marquessate became extinct, but the Earldom passed to the elder daughter of the 2nd Marquess.
Lady Mary Thynne, daughter of the 5th Marquess of Bath.
Lady Mary Cambridge, daughter of the Marquess of Cambridge.
He married Lady Ruperta, daughter of the 1st Marquess of Lincolnshire.
Lady Caroline Paget, daughter of the sixth Marquess, was a socialite and actress.
He had married Lady Isabella Cecil, eldest daughter of the 3rd Marquess of Exeter.
On 28 December 1852, he married Lady Octavia Grosvenor, a daughter of the 2nd Marquess of Westminster.
His queen and first wife was the daughter of the Marquess of Shēn.