Carrington married the Hon. Cecilia Margaret Harbord (1856–1934), daughter of Charles Harbord, 5th Baron Suffield, and Cecilia Annetta Baring, in 1878. They had one son and five daughters. Their only son, Albert Edward Charles Robert Wynn-Carington, Viscount Wendover (1895–1915), died on 19 May 1915 of complications following the amputation of an arm when he was wounded in the fighting at Ypres during World War I.