It was at university that she met Jason Rae, whom she eventually married in 2001 at age twenty-two. "I was Corinne Bailey. I added on Rae, my husband's name, when I got married. There's no hyphen; stops it being posh!". Born in 1976, Jason Rae was a Scottish musician, originally hailing from Aberdeen, who played saxophone for the eight-piece group Haggis Horns. The group has performed with Amy Winehouse, Lily Allen, Mark Ronson, Nightmares On Wax and Corinne Bailey Rae herself. Jason had recorded with Bailey Rae, The New Mastersounds and Martina Topley-Bird (Quixotic). He began playing the saxophone as a child, and stated that his interest in jazz and funk was inspired by Michael Jackson's album Off the Wall. He was awarded the top prize in his class for Jazz when he graduated from the Leeds College of Music with Honors in 1998, which was also where he met the other members of the Haggis Horns.

Jason Rae was found dead on 22 March 2008 in a flat in the Hyde Park area of Leeds.