Cooper was formally introduced to his future wife, twenty-year-old New York debutante Veronica Balfe, on Easter Sunday 1933 at a party given by her uncle, art director Cedric Gibbons. Called "Rocky" by her family and friends, she grew up on Park Avenue and attended finishing schools. Her stepfather was Wall Street tycoon Paul Shields. Cooper and Rocky were quietly married at her parents' Park Avenue residence on December 15, 1933. According to his friends, the marriage had a positive impact on Cooper, who turned away from past indiscretions and took control of his life. Athletic and a lover of the outdoors, Rocky shared many of Cooper's interests, including riding, skiing, and skeet-shooting. She organized their social life, and her wealth and social connections provided Cooper access to New York high society. Cooper and his wife owned homes in the Los Angeles area in Encino (193336), Brentwood (193653), and Holmby Hills (195461), and owned a vacation home in Aspen, Colorado (194953).
Gary and Veronica Cooper's daughter, Maria Veronica Cooper, was born on September 15, 1937. By all accounts, he was a patient and affectionate father, teaching Maria to ride a bicycle, play tennis, ski, and ride horses. Sharing many of her parents' interests, she accompanied them on their travels and was often photographed with them. Like her father, she developed a love for art and drawing. As a family they vacationed together in Sun Valley, Idaho, spent time at Rocky's parents' country house in Southampton, New York, and took frequent trips to Europe. Cooper and Rocky were legally separated on May 16, 1951, when Cooper moved out of their home. For over two years, they maintained a fragile and uneasy family life with their daughter. Cooper moved back into their home in November 1953, and their formal reconciliation occurred in February 1954.
Cooper was a conservative Republican like his father, and voted for Calvin Coolidge in 1924, Herbert Hoover in 1928 and 1932, and campaigned for Wendell Willkie in 1940. When Franklin D. Roosevelt ran for an unprecedented fourth presidential term in 1944, Cooper campaigned for Thomas E. Dewey and criticized Roosevelt for being dishonest and adopting "foreign" ideas. In a radio address that he paid for himself just prior to the election, Cooper said, "I disagree with the New Deal belief that the America all of us love is old and worn-out and finishedand has to borrow foreign notions that don't even seem to work any too well where they come from ... Our country is a young country that just has to make up its mind to be itself again." He also attended a Republican rally at the Los Angeles Memorial Coliseum that drew 93,000 Dewey supporters.
Cooper was one of the founding members of the Motion Picture Alliance for the Preservation of American Ideals, a conservative organization dedicated, according to its statement of principles, to preserving the "American way of life" and opposing communism and fascism. The organization whose membership included Walter Brennan, Laraine Day, Walt Disney, Clark Gable, Hedda Hopper, Ronald Reagan, Barbara Stanwyck, and John Wayne advised the United States Congress to investigate communist influence in the motion picture industry. On October 23, 1947, Cooper appeared before the House Un-American Activities Committee (HUAC) and was asked if he had observed any "communistic influence" in Hollywood. Cooper recounted statements he'd heard suggesting that the Constitution was out of date and that Congress was an unnecessary institutioncomments that Cooper said he found to be "very un-American". He also testified that he had rejected several scripts because he thought they were "tinged with communist ideas". Unlike some other witnesses, Cooper did not name any individuals during his testimony.