Shelby married Celia Walker, daughter of Benjamin Walker and Rebecca Jett, on 18 Feb 1857. (Celia Walker was born on 28 Nov 1837 in , Wane, Kentucky, died on 1 May 1890 in Ritner, Wayne, Kentucky and was buried in May 1890 in Ritner, Wayne, Kentucky.)
Shelby also married Rebecca Jones on 25 Feb 1891. (Rebecca Jones was born on 10 Mar 1862.)
