She married three times; her first marriage, notably, was to Paul Laurence Dunbar. She met Dunbar first through correspondence, and later moved to Washington, DC, where she married him. Later, she and Dunbar moved to Ohio, where their marriage took a poor turn as Dunbar struggled with alcoholism and tuberculosis. After separating from Dunbar, Nelson moved to Wilmington, Delaware, where she taught at Howard High School. She also continued to be active as a civil rights activist, journalist, and editor throughout the 1910s and 20s.
In addition to her more publicly known activities, after her death, Alice Dunbar-Nelson's letters and diaries revealed she had had close, often erotic relationships with women.