The Earl was the father of three peers, and the father-in-law of four powerful earls. Lady Mary Stewart bore him five sons and four daughters. The eldest of these, Sir James Erskine, married Mary Douglas, Countess of Buchan in her own right, and was created Earl of Buchan. The second son, Henry, received from his father the title and the barony of Cardross. The third son, Colonel Sir Alexander Erskine, lost his life, along with his brother-in-law, the Earl of  Haddington and other Covenanting leaders, when Dunglass Castle was blown up in 1640 by the explosion of the powder-magazine. He was a handsome and gallant soldier, originally in the French service, and is noted as the lover whose faithlessness is bewailed in the beautiful and pathetic song entitled, 'Lady Anne Bothwell's Lament.' Sir Charles Erskine, the fourth son, was ancestor of the Erskines of Alva. William Erskine, the youngest son, was cup-bearer to Charles II., and Master of the Charterhouse, London. The Earl of Mar's youngest daughter married the eldest son of the Lord Chancellor, Thomas Hamilton, first Earl of Haddington.

Alexander, son of the Earl of Mar, was Anna’s cousin and the subject of the song, Lady Bothwell’s Lament.

According to the Erskine website, he was blown up at Dunglas house, East Lothian with his brother-in-law the Earl of Haddington 30 Aug. 1640. Alexander had issue a natural son Alexander by Anne Bothwell, daughter of the first Lord Holyroodhouse. At the Reformation the possessions of the canons of Holyrood in Leith were bestowed by James VI on John Bothwell, who stood high in royal favour, and his indulgent master at the same time created him Lord Holyroodhouse. [King James VI was Alexander Erskine's father's best friend]