Lord Methuen was married twice, first to Evelyn, the eldest daughter of Sir Frederick Hervey-Bathurst, of Clarendon Park, Wiltshire. They were married in 1878 until her death in 1879. He then married in 1884, his cousin Mary Ethel, the second daughter of William Ayshford Sanford, of Nynehead Court. They had three sons and two daughters. He was succeeded by his eldest son, the painter and zoologist Paul Ayshford Methuen, 4th Baron Methuen. A portrait painting of Methuen by his son from 1920 is in the National Portrait Gallery, London.
