Rolfe spent most of his life as a freelance writer, mainly in England but eventually in Venice. He lived in the era before the welfare state, and relied on benefactors for support but he had an argumentative nature and a tendency to fall out spectacularly with most of the people who tried to help him and offer him room and board. Eventually, out of money and out of luck, he died in Venice from a stroke on 25 October 1913. He was buried on the Isola di San Michele, Venice.