In 1994, Lord Dalmeny married Caroline Daglish, a former Conservative Party researcher working for Robert Jones MP and Lord Strathclyde. She is a Patroness of the Royal Caledonian Ball. They live between London and Scotland, where he has a house and farm in the Moffat Hills. They have five children: a son named Caspian, and four daughters; Marina, Ptolemy, Delphi, and Celeste, all born 2002–2005. The Dalmenys were reported to be divorcing in 2014.