Lady Randolph Church married George Cornwall-West on July 28, 1900. The bride was given away by the Duke of Marlborough in a ceremony at St Paul's, Knightsbridge. The church "was thronged with handsomely dressed women." No one was excluded from attending the ceremony but the wedding breakfast that followed was limited to close family and friends.
The American-born Jennie Jerome had two sons by her first husband: Winston and Jack Churchill.