In 1808, Audubon moved to Kentucky, which was rapidly being settled. Six months later, he married Lucy Bakewell. Though their finances were tenuous, the Audubons started a family. They had two sons: Victor Gifford (1809–1860) and John Woodhouse Audubon (1812–1862); and two daughters who died while still young: Lucy at two years (1815–1817) and Rose at nine months (1819–1820). Both sons would eventually help publish their father's works. John W. Audubon became a naturalist, writer, and painter in his own right.
Due to rising tensions with the British, President Jefferson ordered an embargo on British trade in 1808, adversely affecting Audubon's trading business. In 1810, Audubon moved his business further west to the less competitive Henderson, Kentucky, area. He and his small family took over an abandoned log cabin. In the fields and forests, Audubon wore typical frontier clothes and moccasins, having "a ball pouch, a buffalo horn filled with gunpowder, a butcher knife, and a tomahawk on his belt."