In September, 1862 she married William W. Winchester, an heir to the Winchester Repeating Arms Company, in New Haven, Connecticut. The couple had one daughter, Annie, who died while an infant. Sarah fell into a deep depression following the death of her daughter, and the couple did not have any more children. In March 1881 William died of tuberculosis. Sarah felt that her family was cursed, and sought out spirtualists to determine what she should do.
A medium told Sarah that the Winchester family was cursed by the spirits of all the people who had been killed by the Winchester Rifle, and that she should move west and build a house for herself and the spirits. The medium also told Sarah that should construction ever stop that she would die.
In 1884 Sarah moved to California and purchased a six room farm house under construction, which belonged to a Dr. Caldwell, on 162 acres of land in what is now San Jose. She began immediately spending her $20 million inheritance on renovating the house, with work continuing 24 hours a day, 7 days a week, 365 days a year for the next 38 years. Construction only stopped on the Winchester Mystery House, upon her death in 1922, when the workers immediately stopped building, leaving nails hammered in part way.
Among her eccentricities are her facination with the number 13 and sleeping in a different room every night.