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Lord Carnegie was the son of the 11th Earl of Southesk (1893–1992), and HH Princess Maud of Fife (1893–1945), and heir-apparent to Lord Southesk's Earldom.
Princess Maud was the younger daughter of the Alexander Duff, 1st Duke of Fife and Louise, Princess Royal.
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His eldest son, James, had already inherited the title of Duke of Fife from his aunt, Princess Alexandra, Duchess of Fife.
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When his father succeeded to the earldom in 1905 he was styled Lord Carnegie as the eldest son of the Earl of Southesk.
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The title of Earl of Southesk is now used as a subsidiary title of the Duke of Fife, and is used by the 11th Earl's grandson, David Carnegie, Earl of Southesk.
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Together the couple had one child, James George Alexander Bannerman Carnegie, 3rd Duke of Fife, 12th Earl of Southesk (born 23 September 1929).
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His father was the 10th Earl of Southesk, the son of the 9th Earl of Southesk and Lady Catherine Hamilton Noel.