Smalley was married to actress, writer, director, and producer Lois Weber from April 29, 1904, to 1922. They met in 1904 when Weber was acting in a theater where Smalley was stage manager. In 1908 Smalley and Weber began working for the U.S. division of Gaumont Film Company, where Smalley was an actor, and later a director. He is sometimes listed as a co-director with Lois Weber, and the extent of his contribution to her work is unresolved.