McDaniel married Howard Hickman on January 19, 1911, in Denver, Colorado. He died on March 3, 1915. She married her second husband, George Langford, in 1922. He died of a gunshot wound a little while after they were married.

She married James Lloyd Crawford, a real estate salesman, on March 21, 1941, in Tucson, Arizona. In his book Bright Boulevards, Bold Dreams, Donald Bogle describes McDaniel as happily confiding to gossip columnist Hedda Hopper in 1945 that she was pregnant. McDaniel began buying 𝑏𝑎𝑏𝑦 clothes and set up a nursery in her house. Her plans were shattered when she suffered a false pregnancy and fell into a depression. She never had any 𝘤𝘩𝘪𝘭𝘥ren. She divorced Crawford in 1945, after four and a half years of marriage. Crawford had been jealous of her career success, she said.

She married Larry Williams, an interior decorator, on June 11, 1949, in Yuma, Arizona, but divorced him in 1950 after testifying that their five months together had been marred by “arguing and fussing”. McDaniel broke down in tears when she testified that her husband tried to provoke dissension in the cast of her radio show and otherwise interfered with her work. “I haven’t gotten over it yet”, she said. “I got so I couldn’t sleep. I couldn’t concentrate on my lines”.