 During World War II Auchincloss worked for the Office of Naval Intelligence and the War Department and was commissioned with the rank of Lieutenant in the Naval Reserve on May 26, 1942, serving in the United States Navy during World War II.Auchincloss was married three times and had five children.His first marriage was on June 4, 1925 to Maya de Chrapovitsky (1899–1990), a Russian noblewoman.