Lygon was a close friend of the Waugh while at Oxford; A. L. Rowse believed the two to be lovers.

They were both members of the Hypocrites' Club, along with their contemporaries Robert Byron, Murray Andrew McLean, and the Plunket Greene brothers, Richard and David, and of which Lygon was also president club,[1] David Plunket Greene was a good friend of Hugh Lygon.

Lygon died in Germany in 1936, during a road trip with his friend, the artist Henry Wynn (a son of Lady Newborough).

Lygon was standing in the road asking for directions, and accidentally fell backwards, hitting his head.

Lygon spent four days in a hospital in Rothenburg ob der Tauber, eventually dying from a skull fracture suffered during the fall.