Arthur MacArthur
On May 18, 1908, while the Great White Fleet rested in San Francisco, California, he married Lily Hazard McCalla (1878–1965), the daughter of Rear Admiral Bowman H. McCalla. Lily's brother-in-law, Arthur MacArthur III, was Dudley's classmate at the Naval Academy. They had one son, Dudley Sargent Knox, (1909-1968).