Müller married Fanika Mülhofer and together they had two sons. Both his sons, Alfred and Leo converted to Catholicism and changed their surnames to Miller, to attempt to escape detection from the Gestapo. Alfred and his family fled to France, to evade the Nazis. Alfred was caught by the Gestapo and died in Dachau concentration camp. His wife and children escaped and fled to America. Alfred's brother Leo had a similar fate. Leo and his family attempted to flee to London, Leo was caught and died at Jasenovac concentration camp. His family, however, escaped, and one of his sons became a professor of athletics at the University of Freiburg. I certainly did not know that one could become a professor or athletics!
Adolf was not all about making money; he donated much of his money to promote Croatian culture. In 1913, he paid for the construction of the theatre "Helios" which is still running today, however under the name "Gavella Drama Theatre". Adolf Müller had a similar vision to his Hungarian neighbour Adolf Zukor, in merging many cinemas and film institutes into one big company. In 1924, he built the "Balkan" theatre which also is still running, however, political changes in the country have lead to calling it "Europa" cinema. The theatre used to house 1100 seats but now has been broken down into smaller units. Six years after making this huge theatre Adolf died in 1932, just a year before Hitler came to power. He would have seen a lot in his life, as the Croatian state was under the rule of so many countries.