Family and marriages
He was a descendant of the Széchenyi family of the Roman Catholic nobility, Sárvár-Hinterland. His father was Viktor Széchenyi of Sárvár-Felsővidék (1871–1945), Count of Sárvár-Felsővidék and the Lord of Fejér County and the free royal city of Székesfehérvár. His mother was Countess Carolina Mária von Ledebur-Wicheln (1875–1956). His paternal grandparents were Count Dénes Széchenyi (1828–1892), a member of the Main House and the Parliament, and Countess Mária Hoyos (1838–1926), a noblewoman and member of the royal palace. His maternal grandparents were Count Johann von Ledebur-Wicheln (1842–1903), a nobleman, royal chamberlain, and ministerial counselor, and Countess Caroline Czernin of Chudenice (1847–1907), a noblewoman and member of the royal palace. He had one brother, Count Antal Széchényi, and three sisters, Countesses Sarolta Antónia Széchenyi ("Charlotte"), Irma Széchényi, and Márta Széchényi.
Sigmund was the great-grandson of Count Ferenc Széchényi, the founder of the Hungarian National Museum, and Count Lajos Széchényi, who was the brother of Count István Széchenyi, a notable historical figure still known to many as "the Greatest Hungarian".
His first marriage was with Stella Crowther (Wimbledon, London, England, July 24, 1913 – † Henfield, West Sussex, England, December 27, 1990); on June 2, 1936, which happened in the Sigismund Chapel in Buda, Budapest. The wedding ceremony was performed by Lajos Shvoy, Bishop of Székesfehérvár. Following the wedding, the ceremony had lunch at the Park Club, then the young couple traveled to the countryside. Their son, Count Péter Széchenyi, was born in London on February 4, 1939, but the three of them lived in Hungary. Stella Crowther and his son Péter Széchenyi moved back to her homeland at the beginning of the war. During the siege of Budapest, their villa, which was the property of Crowther, was burned to the ground with all their valuables. Zsigmond Széchenyi lived in his father's house in Budavár until his deportation. On March 13, 1945, he was taken by the Soviet authorities, held in a camp in Tisza Kálmán - Republic Square, and then in Csömör until April 19, 1945.
Meanwhile, during one of his interrogations at the Mosonyi prison, he coincidentally met with his father, who had succumbed to his injuries due to abuse suffered in captivity two days before his release. He divorced his wife in 1945. From 1947 he became a hunting supervisor and then a specialist museologist until 1950. He was, however, still the hunting supervisor of the National Forest Center. In 1951, he was deported to Tiszapolgár, lodging in a henhouse, which was occupied by the animals when he arrived. After five months, he was able to move to another forced residence in Balatongyörök, where his acquaintances made an acceptance statement. In November 1952, he was deported by the police to Keszthely, then to Veszprém, and to the Budapest provisional detention facility in early December. At the beginning of April, he was transferred to the Sopronkőhida prison for two months, then returned to the provisional prison, from where he was released on 13 June. He had to move back to Balatongyörök, where he lived until the spring of 1959. Here he met his second wife, Margit Hertelendy.
Under the communist regime, he got a job with help from a friend at the Keszthely Helikon Library, where he could hunt again. His second wife, Margaret Hertelendy (Pacsa, Zala County, March 26, 1925 - Budapest, September 5, 2021) was a divorcée from Hertelend and Vindornyalak of ancient Transdanubian origin. The couple married on 5 May 1959 in Keszthely. Margaret worked in the Keszthely Helikon Library along with Zsigmond. Her first husband, Miklós Birck, was an agricultural engineer whom Margaret shared a daughter with, Eszter Birck. Margaret Hertelendy's father, József Hertelendy (1889–1933) from Hertelend and Vindornyalak, was a judge in Perlak, a member of the county committee, a landowner from Pacsa, and her mother was Margit Szentmihályi (1894–1977) from Révfalva. The paternal grandparents of Margaret Hertelendy; József Hertelendy (1855–1907) from Hertelend and Vindornyalak, was a member of the Zala County Legislature, a landowner, and a knight, her grandmother was Elvira Kucinic (1859–1880). Margaret's maternal grandparents were Dezső Szentmihályi (1863–1935), a landowner, member of the Upper House and vice-president of the "Zalavármegyei Economic Association", and Ilona Koller (1871–1934).
Margaret Hertelendy's ancestor was György Hertelendy (1764–1831), an alias of Zala, who was the guardian of Ferenc Deák and his brothers when they were orphaned. No child was born from the marriage of Count Zsigmond Széchenyi and Margaret Hertelendy.