On 24 March 1897, Purcell married Anna Cambier Faure, who was a close South African friend of Olive Schreiner. The Purcell's had three children, Frederick Walter Faure Purcell, Olive Margaretha Deneys Purcell and William Frederick Hertzog Purcell. Anna Purcell was a cousin of Barry Hertzog, and her sister Joey married a Smuts. During the South African War (1899-1902) Anna was involved in relief work for Boer women and children. She later became involved in the Cape Women’s Enfranchisement League, of which Schreiner was a high profile member.
