My Secret Life was first published between 1888-1894 in 11 volumes in Amsterdam by the Belgian-born bookseller/publisher Auguste Brancart (1851 - 1894). For the next hundred years, it remained banned and considered obscene and pornographic.

Sexologist Vern L. Bullough (1928 – 2006) described the book as "one of the most valuable sources of information on sexual attitudes and practices in the last part of the nineteenth century in the English speaking world", with over 4,000 pages in the original edition.

The British Library has a set that it believes was published in about 1880, but "The imprint is probably false; printed in Belgium?".

No-one really knows the true identity of "Walter". But biographer Ian Gibson claims it is the pen name of one Henry Spencer Ashbee (1834 – 1900), pictured left, who went by the pseudonym "Pisanus Fraxi", a lewd pun derived from praxinus=ash and apis=bee.

Bullough suggest that one Charles Stanley (1809 - 1897), a barrister and stockbroker is the best alternative, based on a court case mentioned in the text, which Bullough's colleague Gordon Stein believed was the trail of Regina v. Richard Clarke (Nov 11, 1854). Other candidates include writer Captain Edward Sellon (1818 – 1866), journalist George Augustus Henry Sala (1828 – 1895), and poet, Richard Monckton Milnes (1809 - 1885).

Only 20-25 sets of My Secret Life were originally printed, and sold at £60 per set, an enormous sum for the times, equivalent to over £4000 ($6000) at today's prices.

• Aleister Crowley (1875–1947)
  English occult writer and 'magician'
• Harold Lloyd (1893–1971)
  American silent film comedian and producer
• Josef von Sternberg (1894–1969)
  Austrian film director and Svengali to Marlene Dietrich
• George Mountbatten, 2nd Marquess of Milford Haven
  great-grandson of Queen Victoria, brother of 1st Earl Mountbatten of Burma