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Haldane was the son of Robert Haldane, and his grandfather was the Scottish evangelist James Alexander Haldane. His mother was Mary Elizabeth Burdon-Sanderson, the daughter of Richard Burdon-Sanderson and the granddaughter of Sir Thomas Burdon. His maternal uncle was the physiologist John Scott Burdon-Sanderson. He was the brother of Elizabeth Haldane, John Scott Haldane and Richard Burdon Haldane, 1st Viscount Haldane.
He married Edith Nelson. They had three children:
- Thomas Graeme Nelson Haldane (1897-1981)
- Archibald Richard Burdon Haldane (1900-1982)
- Mary Elizabeth Campbell Fraser (?-?)
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