Shaw Lefevre married Rachel Emily, daughter of Ichabod Wright, in 1824. They had one surviving son, George, who became a prominent politician and was ennobled as Baron Eversley, and five daughters. One daughter, Madeleine Shaw-Lefevre, was the first Principal of Somerville Hall; another daughter, Rachel, married Arthur Hamilton-Gordon, son of the Prime Minister the 4th Earl of Aberdeen.
Shaw Lefevre died in August 1879, aged 82. His wife lived for six more years before dying in February 1885.