Schellenberg is hard to grasp. To some extent this has to do with a lack of sources, as no documents of Schellenberg exist that do not have an implicit public audience or are means to an exculpatory end. There are no unguarded letters or diaries that allow for an unvarnished view of the man or smoking guns that reveal hidden truths. Schellenberg was inordinately ambitious but then, so were many. And many young men made formidable careers in Nazi Germany – a state led by comparatively young men – but Schellenberg's career stands out still. Was he simply, as his former subordinate Wilhelm Waneck mused in the 1970s, “at the bottom of his heart […] never a National Socialist, but an eager swot for power and influence?”

The story of his marriages perhaps illustrates best the depths of Schellenberg's overall ambitions, his eagerness to achieve what he believed he deserved and was owed, his personal make-up, and his corresponding Achilles' heel. Schellenberg's premarital relationship with his first wife is best described with an untranslatable German term: it was a Bratkartoffelverhältnis, a cohabitant relationship in which an older woman caters to the financial – and sexual – needs of an ambitious younger man, hoping to gain married respectability and status eventually. It is a risky relationship for the woman; in economic parlance, it is a future's market. For several years after the end of his studies and while advancing rapidly in the SD, Schellenberg did not hold up his end of the bargain. He did not marry her. Yet once his supervisors began to pressure him to legalize his long-standing relationship, he obeyed and brought his private life in line with his public persona as one of the rising stars of the SD. The marriage did not last. Schellenberg realized that his new wife, a former seamstress – described by him as older, unsophisticated, unglamorous, and after years of cohabitation still without child – would be a dead weight in his effort to rise professionally and socially.