Sir Alexander married first in 1809, Lucretia Montgomerie (died 1817), daughter of George Montgomerie (formerly Molineux) of Garboldisham Hall, Norfolk. She died without any surviving children. In 1824, Sir Alexander married
Grace Jane Stein (1802-1878), who was twenty-two years his junior. Grace was a daughter of
John Stein, a banker and distiller, of 37 Heriot Row, Edinburgh. Before his sudden death, they were the parents of two children: •
Sir William Henry Don, 7th Baronet (1825–1862), the actor who married twice. • Alexina Harriet Don, who married
Sir Frederick Milbank, 1st Baronet, son of
Mark Milbank, MP for Camelford, and Lady Augusta Vane (a daughter of the
1st Duke of Cleveland). He died very suddenly of a stomach complaint at Newton Don House near Kelso on 11 April 1826. After his death Grace married Sir
James Maxwell Wallace of
Ainderby Hall near
Northallerton. On his son's departure to Australia, his estates passed to John Wauchope of Edmonstone and Niddrie, who thereafter took the name of
Don-Wauchope. ==References==