Merrill was the product of a conservative, wealthy, Protestant upbringing. In 1866, his father George received a diplomatic appointment to Paris, where Merrill would learn French and live for the next 19 years. Stéphane Mallarmé was one of Merrill’s school instructors. His classmates included future symbolists René Ghil and Pierre Quillard. Merrill ran a weekly journal, Le fou, before returning to the States in 1884 to attend law school. On April 15, 1887, Merrill went to Madison Square Theater in New York to hear Walt Whitman give his famous "Death of Abraham Lincoln" lecture. Afterwards, Merrill had the opportunity to meet Whitman, an experience he later recorded in the magazine "Le Masque."
Also in 1887, Merrill published his first book of poems, Les gammes, in Paris, and received wide critical acclaim in Europe. As his literary career took off he participated in radical political causes, siding with the anarchists in the famous Haymarket riots. When George Bernard Shaw attempted to circulate a petition in London calling for the release of Oscar Wilde, imprisoned for homosexuality, Merrill made a similar attempt to get notable artists and intellectuals to sign a similar petition in the United States. Although Merrill's father disinherited him for his politics, his mother would continue to support him financially throughout his life.
In 1890, Merrill published Pastels in Prose, a collection of his translations of French prose poems. This was his only book ever to be published in America. The same year, he returned to Europe permanently. He married in 1891, and published several more books before his death of heart disease in 1915, including Les fastes in 1891 and Petits poèmes d’automne in 1895.