She married Sir Geoffrey Cory-Wright, 3rd Baronet Cory-Wright, son of Sir Arthur Cory Cory-Wright, 2nd Bt, and Elizabeth Olive Clothier, on 10 November 1915.
Because of the celebrity of her father, the wartime wedding was filmed, showing the bride leaving with Sir Herbert Beerbohm Tree from the parental home and arriving at the church. Felicity Tree's two sisters are shown as bridesmaids with Lady Tree followed by the bride and Sir Herbert Beerbohm Tree. The bride and her father are shown entering the car, and the bride and groom leaving the church, posing for the camera.
The couple went on to have five children.
Two of her sons, Captain Anthony John Julian Cory-Wright (1916-1944) and Lieutenant Jonathan Francis Cory-Wright (1925-1945) were killed in action during World War II.