Throughout his youth, James was praised for his chastity, since he showed little interest in women. After the loss of Lennox, he continued to prefer male company.[38]

A suitable marriage, however, was necessary to reinforce his monarchy, and the choice fell on the fourteen-year-old Anne of Denmark, younger daughter of the Protestant Frederick II. Shortly after a proxy marriage in Copenhagen in August 1589, Anne sailed for Scotland but was forced by storms to the coast of Norway.

On hearing the crossing had been abandoned, James, in what Willson calls "the one romantic episode of his life",[39] sailed from Leith with a three-hundred-strong retinue to fetch Anne personally.[40] The couple were married formally at the Bishop's Palace in Oslo on 23 November and, after stays at Elsinore and Copenhagen and a meeting with Tycho Brahe, returned to Scotland on 1 May 1590.

By all accounts, James was at first infatuated with Anne, and in the early years of their marriage seems always to have showed her patience and affection.[41]

The royal couple produced three children who survived to adulthood: Henry Frederick, Prince of Wales, who died of typhoid fever in 1612, aged 18; Elizabeth, later queen of Bohemia; and Charles, his successor. Anne died before her husband in March 1619.