In 1632 he married Margaret Russell, third daughter of Francis Russell, 4th Earl of Bedford. In 1639 he inherited the Carlisle Islands, later called Barbados. Between 1642 and 1646 he was a Royalist Colonel of a Regiment of Horse. He lived mainly in Barbados but returned in 1652. He died without issue on 30 October 1660. At his death, the peerage became extinct in the Hay family.