Bishop Dag met his wife Adelaide at the University of Ghana in 1982, where he studied medicine and she, law.
Their interaction at the Christian fellowship on campus , blossomed into love and they got married in 1989.

Bishop and Mrs. Heward-Mills' happy marriage of nineteen years is blessed with four children. David is the eldest, with Joshua, Daniella and Paula following in sequence.
Their home is in Accra, Ghana.