The only son of George Thicknesse-Touchet, 19th Baron Audley (1758–1818) and Elizabeth Delaval, he married on 18 April 1816 in Brussels Anne Jane Donelly, daughter of Vice Admiral Sir Ross Donnelly.
[3] The year before his death, he had commissioned Benjamin Haydon to paint a six- by nine-foot canvas commemorating the distinguished service of his forebear, Lord James Audley, at the Battle of Poitiers (this being rewarded by an annuity that continued through the generations), agreeing a price of 500 guineas with an initial payment of 50 pounds.
Audley, a heavy drinker, was made 'excessively tipsy' by the sharing of two bottles of wine and sherry with dinner, and took a cab to Covent Garden where he would stay the night.
Despite paying Haydon a few further advances, the artist was placed in dire financial straits, observing 'Lord Audley has completely deceived me about his resources... after telling me he was the richest peer, it turns out he is the poorest!'
Receiving no answer, the painting, 'The Black Prince Thanking Lord James Audley for his Gallantry in the Battle of Poitiers' thus came to be owned by Haydon's landlord William Newton, who already possessed a number of his works.