Budge was also interested in the paranormal, and believed in spirits and hauntings. Budge had a number of friends in the Ghost Club (British Library, Manuscript Collections, Ghost Club Archives), a group in London committed to the study of alternative religions and the spirit world. He told his many friends stories of hauntings and other uncanny experiences. Many people in his day who were involved with the occult and spiritualism after losing their faith in Christianity were dedicated to Budge's works, particularly his translation of the "Egyptian Book of the Dead." Such writers as the poet William Butler Yeats and James Joyce studied and were influenced by this work of ancient religion. Budge's works on Egyptian religion have remained consistently in print since they entered the public domain.