He was married twice, but only had children with his second wife in 1913, one son and one daughter, to whom King George V and Queen Mary stood sponsors.

He was appointed Honorary Aide-de-camp to King Edward VII in 1901, in recognition of his support during the Boxer Rebellion in China.

[2] An interesting story is that Madho Rao, the Maharajah of Gwalior, helped to fund the completion of a set of mosaics in the Church of the Ascension in Timoleague, County Cork, Ireland.

The last phase of the mosaics was at the expense of the Maharajah of Gwalior, installed as a memorial to his friend and physician, Lt. Col Crofts IMS from Councamore (near Timoleague), who had saved the life of his son.

The architect Jeremy Williams wrote in "A Companion Guide to Architecture in Ireland 1837-1921" that "this building was a monument to a living friendship enshrined in a hidden masterpiece of the Arts and Crafts Movement in Ireland" and that it "transcended the sectarian divide between Irish Catholic and Protestant, the Indian Muslim and Hindu, personal friendship breaking up distinctions of caste and colour.