 On 15 February 1598/99 Fane married Mary Mildmay (died 9 April 1640), daughter and eventual sole heiress of Sir Anthony Mildmay (d. 1617), of Apethorpe Hall near the City of Peterborough in Northamptonshire, British Ambassador to France, by his wife Grace Sherington (1552–1620) a daughter and co-heiress of Sir Henry Sherington ("alias" Sharington) (c. 1518–1581) of Lacock Abbey in Wiltshire.By Mary Mildmay he had seven sons (six of whom survived him) and six daughters