His parents met in Uruguay, and his father studied there and became, first a teacher, and then a bank employee. Jules is the second of 11 children in the family. In 1866, the family moved back to France, to Tarbes, the father's hometown. In 1867, Jules is left, along with his older brother Emile, with a cousin's family to be raised because his mother chose to return alone to Uruguay.
In 1869, Jules's father took the family to Paris. In 1877, his mother died in childbirth, and Jules, never a good student, failed his baccalaureate exams. He failed again in 1878, and then a third time, and began to read the great French authors and visit the museums of Paris.
In 1879, his father became sick and returned to Tarbes, but Jules stayed behind in Paris. He published his first poem in Toulouse. By the end of the year, he had published several poems and was noticed by well known authors. In 1880, he moved in the literary circles of the capital and became a protégé of Paul Bourget, the editor of the review La vie moderne.
By 1881, his literary career had become so busy that he did not return to Tarbes for his father's funeral. From November of that year until 1886, he lived in Berlin, working as the French reader for the Empress Augusta, a sort of cultural counselor. He was well paid and could pursue his interests very freely. In 1885, he wrote L'Imitation de Notre-Dame la Lune, his masterpiece.
In 1886, he returned to France and married Leah Lee, an Englishwoman.