Jessee was an only child and was named for Lulie's father, Jessie Collier. She and Gage Martin Chapman were married April 6, 1907. He was a cotton broker and died of pneumonia on October 4, 1918, in Memphis, Shelby County, Tennessee. Jessee never remarried and lived with her widowed father until his death in 1941. She and Gage had no children.