Douglas was married three times: first to a Dutch woman called Uranie Lidie Marteilhe, with whom he had a son and a daughter; second to Sarah Wood of Yorkshire, the mother of Sir Howard Douglas; and third to a woman named Jane, daughter of John Baillie.
Douglas is buried in the ground south of the church in Greyfriars Kirkyard in Edinburgh and a memorial lies on the outer south face of the church near the east gable.