Lord Douro (as he was then known) married the heiress Lilian Maud Glen Coats on 23 March 1909 at
St George's, Hanover Square. Lilian Coats was the elder daughter of
George Coats (who later became the 1st
Baron Glentanar in 1916). The wedding reception was hosted by Lilian's parents at their London townhouse, 11
Hill Street, Mayfair. The marriage attracted international attention, and contemporary newspaper articles reported that Coats had provided Lilian with a marriage settlement worth more than £10,000 annually. George Coats was a self-made millionaire; when he died in 1919 his estate was valued at over £4 million. The couple had two children: •
Lady Anne Wellesley (1910–1998), married the Hon. David Rhys, younger son of the
7th Baron Dynevor. •
Captain Henry Wellesley, 6th Duke of Wellington (1912–1943), unmarried. File:Maud Coats, 1906.jpg|Lilian Maud Glen Coats by
John Singer Sargent, 1906 File:Marchioness of Douro, née Lilian Maud Glen Coats, later 5th Duchess of Wellington, by Philip Alexius de László.jpg|Marchioness of Douro (
née Lilian Maud Glen Coats) by
Philip de László, 1922 ==Death==