In 1898, the socially awkward Sloan was introduced to Anna Maria (Dolly) Wall (born July 28, 1876), and the two fell immediately in love. In entering into a relationship with her, Sloan accepted the challenges posed by her alcoholism and her sexual history, which included prostitution; although Dolly worked in a department store by day, Sloan had, in fact, met her in a brothel. They were married on August 5, 1901, providing Sloan with an affectionate partner who believed in him absolutely, but whose lapses and mental instability led to frequent crises. A particularly close friend in their New York years, who helped the couple to weather many of these crises, was the artist John Butler Yeats, the elderly father of poet William Butler Yeats.