In 1910, Davies married his first wife Amy Penman, daughter of Lancelot Tulip Penman of Broadwood Park, and had two children: In 1944, while launching a new X-Ray mobile scanning unit at
Sully Hospital (which the
Temple of Peace in Cardiff had funded), Davies volunteered to undergo the first routine chest scan. The scan revealed advanced
cancer from which he died from a few months later in June 1944. His eldest son and heir, Major Hon. David Michael Davies, was serving in the
Royal Welsh Fusiliers when he was killed in action in September 1944, only a few months after inheriting the title. The latter's eldest son succeeded as the third Baron Davies, days prior to his fourth birthday. A statue commissioned in honour of his Grandfather stands in Llandinam in Powys on the A470. The Llandinam Building at
Aberystwyth University was named in his honour. ==Arms==