On 4 September 1875, Early married Eliza Ann Berry, with whom he had three children: Lura Bertha Macky (1874– 1937), Edna Allen (1879–1977) and Robert Brown (1882–1934). In 1879, the family moved to Texas, where he took a government contract to haul the mail between Sulphur Springs and Mineola. He gave up the mail contract after four years and moved to the Indian Territory (present-day Oklahoma), where he worked as a carpenter. In 1884, his wife passed away at the age of 28, and he moved back to Kentucky the same year. In 1886, he remarried to Sidney Ann King (1863–1948). The couple had six children: Lena Agnes Copes (1887–1984), Magnolia Pierce (1889–1981), Elden Ernest (1890–1966), Virginia Peace (1895–1994), William David (1899–1977) and Mary Etta Phillips (1904–1995). Shortly after moving to Kentucky, he and a cousin bought a store in Mahan Station, where he worked as a merchant until the store burned down five years later. He started working as a carpenter again, as well as a contractor for keeps.