He married Mabel Scott in 1890, but they soon separated. Unable to get an English divorce, in 1900, he became the first celebrity to get one in Nevada, and remarried there, but the divorce was invalid in England. In June 1901, he was arrested for bigamy, and was convicted before the House of Lords, the last time a peer was convicted by the Lords.
He is more commonly known as Jalāl ad-Dīn Muḥammad Rūmī (جلالالدین محمد رومی). Jalal ad-Din is an Arabic name meaning "Glory of the Faith". Balkhī and Rūmī are his nisbas, meaning, respectively, "from Balkh" and "from Rûm" ('Roman,' what European history now calls Byzantine Anatolia).