On June 20, 1855, he married Mary Amanda Martin in Copiah County. All four of their children were born in the same county, and included:
Elizabeth "Bettie" b. 1860
Daniel Alexander b. May 1864, d. 27 August 1922 in Copiah County. He is buried in the New Hazlehurst Cemetery in Copiah County, Mississippi. He married Rosa Elizabeth Russell February 4, 1892 in Copiah County. They had seven children.
Mary Ophelia b. 1866.
During the Civil War, Sandy served as a Pvt. in the 6th MS Infantry Co. K, as part of the Army of Tennessee. He returned home suffering from war injuries and died August 1, 1866 in Hazlehurst, Copiah County. His widow died before 1880, and the children lived with relatives.
Alexander Slay Jr. 'Sandy' is buried in the Damascus Baptist Cemetery in Copiah County. His tombstone sits near other Slay tombstones.