He married on 11 June 1885 Theodosia Leslie (1865-1940), daughter of Sir John Leslie, 1st Baronet.
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They had four children, Alan Desmond (who became the 1st and last Baronet Bagot of Leven), Dorothy, Marjorie Constance and Mary.
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Josceline Bagot was buried in St Peters churchyard, Heversham, Cumbria.
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