A window blind assembly includes a roller blind unit, a curtain member unit, and a clamping unit. The roller blind unit includes a roller rod that extends horizontally and that is rotatably mounted at or in proximity to an upper edge portion of the window, and a roller blind piece a top edge of which is connected to the roller rod and which is able to be wound around and extended from the roller rod. The curtain member unit includes a curtain member having a sheltering portion and a plurality of partitioning portions. The clamping unit includes a plurality of connecting members associated respectively with the partitioning portions. Each of the connecting members has a confining portion, and two securing portions connected to opposite ends of the confining portion and that connect the confining portion to a respective one of the partitioning portions.