 Grossmith studied at University College School in London, and in Paris, and his parents hoped that he would follow an army career, but that was not to be.In 1895, Grossmith married burlesque and musical comedy actress Gertrude Elizabeth "Cissie" Rudge (1873–1951), whose stage name was Adelaide Astor, and who was one of five actress Rudge Sisters.Letty Lind was the most famous of these.