She married four times: She first married, in 1905, Edward Bennett Close: They divorced in 1919. Their first daughter was Adelaide; their second daughter, Eleanor Post Close, later Eleanor Post Hutton, married director Preston Sturges.
Secondly, she married, in 1920, Edward F. Hutton, financier: They divorced in 1935. Their daughter became an actress under the name Dina Merrill.
Thirdly, she married, in 1935, Joseph E. Davies, a Washington lawyer: They divorced in 1955. The couple lived in the Soviet Union from 1937 to 1938, while he served as American ambassador to the Soviet Union. Their home on Long Island, New York, became C. W. Post College, which is now C. W. Post Campus of Long Island University.
Lastly, she married, in 1958, Herbert A. May: They divorced in 1964.