In 1999, Embrey was honored with the Mustang Award from the University. In 2004, he was the recipient of the Hall of Leaders Distinguished Alumni Award from the School of Engineering. Embrey was married to Bobbie G. (née Sherwood) Embrey. He had two daughters from his previous marriage to Grace Nelson Embrey, Gayle Nelson Embrey and Lauren Marsh Embrey. In 2008, his daughters established the Human Rights Education Program at Southern Methodist University, run by Professor Rick Halperin. In 2009, they also produced the documentary "Playground" against the child sex trade in the United States. Both daughters continue to run the Embrey Family Foundation, established by their father prior to his death. Embrey died on November 11, 2005 in Dallas, Texas.