Cory married twice, firstly to Elizabeth Hoskin Wills, with whom he had five children including Herbert George Donald Cory, who became the 2nd Baronet; Elizabeth died in 1908.[1] He had two further daughters from his second marriage, to Elizabeth Cansh Walker, who outlived him by over twenty years.[1][5]
He died at home in Coryton, Cardiff, on his 76th birthday in February 1933[6] and was buried at Cathays Cemetery, Cardiff.[7] Following his death, his son's family moved into his former home at The Grange.[8]Coryton House, which his father had built in 1900, became a local civil defence headquarters and eventually a school for children with autism.[9][10]