Lillie was married, on 20 January 1920, at the church of St. Paul, Drayton Bassett, Fazeley, Staffordshire, England, to Sir Robert Peel, 5th Baronet. Following the marriage, she was known in private life as Lady Peel. She eventually separated from her husband, but the couple never divorced. He died in 1934. Their only child, Sir Robert Peel, 6th Baronet, was killed in action aboard HMS Tenedos (H04) in Colombo Harbour, Ceylon (present-day Sri Lanka) in 1942.