Lord Lambourne married Isabella, daughter of Sir John Milbanke, 8th Baronet, in 1876. His nephew and heir, Richard Lockwood, was killed at the First Battle of the Aisne on 14 September 1914. Lady Lambourne died in September 1923. Lord Lambourne survived her by five years and died in December 1928, aged 81, when the barony became extinct. He is buried in the churchyard of St Mary and All Saints in Lambourne, Essex.