Lady Jeanne married in 1962, as her first husband, the American writer Norman Mailer (he described her as "interesting, complex, and Machiavellian"). They divorced in Mexico a year later.
She married, in 1967, as her second husband, John Sergeant Cram III, a descendant of the railroad tycoon Jay Gould. They divorced in 1968.
She had two children. Her elder daughter, Kate Mailer (born 1962), is an actress. Her younger daughter, Cusi Cram (born 1967), is also an actress (she portrayed Cassie Callison on the soap operaOne Life to Live from 1981 until 1983), a Herrick-prize-winning playwright, and an Emmy-nominated writer for the children's animated television program Arthur.