In 1911, he married Irma Perry. Artist and feminist Gwendolyn Perry, Irma's daughter from her first marriage, renamed herself Gwen Le Gallienne.
They moved to Paris in the late 1920s, becoming part of the expatriate bohéme. In his memoir From a Paris Garret (1936), Richard records
his contact with Joyce, Pound, Hemingway, and others.
In later life Richard lived in Menton on the French Riviera. During the 1940s, his home was occupied by German troops and his library was nearly sent back to Germany as bounty. Richard refused to write propaganda for the local German and Italian authorities, and with no income, once collapsed in the street due to hunger. He died in 1947 aged 8I and was buried in Menton, in the same cemetery as Aubrey Beardsley. His second daughter, Eva Le Gallienne, went on to become a famous actress and producer.