David was the son of Robert "Squire Bob" and Mary (Cadle) Lilly of Summers County, West Virginia.

David first married Mary Vienna Barker in 1843 at Jumping Branch, Summer County, West Virginia.

David's second marriage was to Sarah Jane Hogan on May 6, 1863 and ended with her death six months later.

David's third marriage was to Martha Jane Meador on August 20, 1865. This marriage produced five of his seventeen children. His five children with Martha are:

1. Benjamin F. Lilly (1866 - 1869)
2. Lavina A. Lilly (1868 - 1869)
3. David Green Lilly (1870 - 1941)
4. Joseph Sidebottom Lilly (1874 - 1944)
5. John Edmund Lilly (1874 - 1932)

David's fourth marriage was to Mollie Susan "Mary" Jenkins on January 14, 1875.

On November 23, 1875 the Rev. David A. Lilly family left the "Lane Place" and began a migration west. Martha, having died in 1874, and having only three surviving children at this time. were among the family members and assumed also the children of previous marriages of David Lilly.

They traveled down on Little Bluestone River where they stayed overnight at the home of Martha's parents. On November 24, 1875 they made their way down to Big Bluestone River where they boarded a flat bottom boat and floated down river to Hinton in Summers County, West Virginia.

November 25, 1875 they boarded a train and arrived in Kansas City, Kansas on November 28, 1875.

After living in Kansas for over six years they continued their migration west on May 18, 1882. They traveled on the newly opened Union Pacific Railway, arriving in Portland, Oregon on May 26, 1882.

After staying in a temporary shelter for 1882, they settled and formed a permanent settlement on Gales Creek, Oregon.

Rev. David Lilly was the pastor of the New Hope Primitive Baptist Church for many years following its organization on Gales Creek.