They had a daughter, Lady Mabel Annesley (1881–1959), who became well known as a water colour painter and wood engraver,[1] and a son, Francis (born 25 February 1884).

Priscilla Cecilia, Countess Annesley, died at St James Square, Bath, on 9 October 1941.

This was a family seat, and Annesley was a reluctant politician, speaking rarely in the commons and only on army matters.

At the request of the Royal Agricultural Society he published a book, Beautiful and rare trees and shrubs (1903), illustrated with his own photographs.

[1] An obituary appeared in The Times[8] which stated that Annesley had one of the largest collections of exotic shrubs and trees in the United Kingdom.

They include pictures taken during the wars in South Africa and the Crimea, and during a visit to Japan, as well as photographs of his home at Castlewellan and the surrounding area.