At the age of 18, shortly after her presentation at Court, she became secretly engaged to Bryan Walter Guinness.
Her parents were initially opposed to the engagement but in time were persuaded. Her mother Sydney Bowles was particularly uneasy at the thought of two such young people having possession of such a large fortune, but she was eventually convinced Bryan was a suitable husband.
They married on 30 January 1929; her sisters Jessica and Deborah were too ill to attend the ceremony.
The couple had an income of £20,000 a year (the equivalent of £1,132,535.70 in 2016), an estate at Biddesden in Wiltshire, and houses in London and Dublin. They were well known for hosting aristocratic society events involving the Bright Young People. The writer Evelyn Waugh exclaimed that her beauty "ran through the room like a peal of bells", and he dedicated the novel Vile Bodies, a satire of the Roaring Twenties, to the couple. Her portrait was painted by Augustus John, Pavel Tchelitchew and Henry Lamb.
The couple had two sons, Jonathan Bryan (born 16 March 1930) and Desmond Walter (born 8 September 1931).
In February 1932, Diana met Sir Oswald Mosley at a garden party at the home of the society hostess Emerald Cunard. He soon became leader of the newly formed British Union of Fascists, and Diana's lover; he was at the time married to Lady Cynthia Curzon, a daughter of Lord Curzon, former Viceroy of India, and his first wife, the American mercantile heiress Mary Victoria Leiter. Diana left her husband, 'moving with a skeleton staff of nanny, cook, house-parlourmaid and lady's maid to a house at 2 Eaton Square, round the corner from Mosley's flat', but Sir Oswald would not leave his wife. Quite suddenly, Cynthia died in 1933 of peritonitis. Mosley was devastated by the death of his wife, but later started an affair with her younger sister Lady Alexandra Metcalfe.
Owing to Diana's parents' disapproval over her decision to leave Guinness for Mosley, she was briefly estranged from most of her family. Her affair and eventual marriage to Mosley also strained relationships with her sisters.