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On 12 December 1932, she married John Milner Bailey (15 June 1900 East Grimstead – 13 February 1946 Cape Town, South Africa) (became the Bailey baronet Sir John Milner Bailey, 2nd Bt), but the marriage was unsuccessful and they divorced in 1935. On 16 September 1935, she married the Conservative politician, Duncan Sandys (later in life The Lord Duncan-Sandys). After having three children, that marriage also ended and they were divorced in 1960.
On 11 April 1962, her name was legally changed back to Diana Churchill.
Children of Diana Churchill and Lord Duncan-Sandys:
- The Hon. Julian Sandys (19 September 1936 – 15 August 1997)
- The Hon. Edwina Sandys (b. 22 December 1938)
- The Hon. Celia Sandys (b. 18 May 1943); married firstly Michael Kennedy and secondly Dennis Walters.
Health problems and death
Diana had suffered from several nervous breakdowns. In 1962, she began working with the Samaritans, an organisation created for suicide-prevention. Then in 1963, she committed suicide at the age of 54 by taking an overdose of barbiturates. She is buried with her parents (who both outlived her) and siblings at St Martin's Church, Bladon, near Woodstock, Oxfordshire.
- "Mrs. Diana Churchill "Suicided"". The Age. 25 October 1963. Retrieved 6 August 2009.
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