Feilberg married Albertine Hagen. The couple had no children. His brother, Nicolai Laurentius Feilberg, a priest, was the brother-in-law of the painter
Christen Købke. Købke painted his portrait and painted his last nature studies on the Falkonérgården estate. He was the paternal uncle to the Australian journalist, newspaper editor and Indigenous rights activist
Carl Adolph Feilberg, the Danish priest and folklorist
Henning Frederik Feilberg, the planter and photographer
Kristen Feilberg, and the journalist and restaurateur Frederik Laurentius Feilberg (1858-1917), aka "Lorry" Feilberg. Feilberg died on 8 January 1896. He is buried in
Frederiksberg Old Cemetery. ==References==