After squandering a large part of his fortune on high living and heavy gambling, he sold his commission, went abroad, and apparently spent some three or four years travelling in France, the Low Countries, Germany, Switzerland, and Italy.

These were collections of verse by Mrs. Piozzi, Greatheed, Parsons, and Merry, who rapidly became a recognised figure in Florentine society, and a member of the Accademia della Crusca.

On 29 June his Adieu and Recall to Love, signed "Della Crusca", appeared in the World, then chiefly conducted by Edward Topham, a fellow-commoner of Merry's at Cambridge, and fellow-officer in the Royal Horse Guards.

Merry's pseudonym gave its name to the Della Cruscan school, which faithfully exaggerated the worst features of his style: affectation, misuse of epithet, metaphor, and alliteration, efforts at sublimity, obscurity and tasteless ornament.

Then the ardent enthusiasts upon paper met, but the lady was forty-six, the lover thirty-four, and the only fruit of the meeting was one more poem, The Interview, by Merry, and some regrets in cloudy verse by Cowley.

In 1790, Merry presented himself as a candidate for the laureateship, but his principles, already the talk of the town, made his candidature hopeless; and though the World moved mountains on his behalf, the court was all for Pye.

After her marriage, during the winter of 1791–2, she continued to act under her new name; but the outcry of his family (his mother was still alive) forced Merry to withdraw her from the London stage in the spring.

In 1793 he and his wife returned to London, and lived in an unsettled way for the next three years, Merry haunting the clubs, declaiming on freedom and the French Revolution, writing epigrams against Pitt and his supporters in the Argus and Telegraph, and, notwithstanding his friend Topham's good-nature, sinking daily deeper into debt.

Regard for his family still kept his wife reluctantly from the stage; but when Wignell, of the New Theatre, Philadelphia, offered her an engagement in 1796, Merry, to whom life in London was becoming embarrassing, gave his consent, and in October they landed at New York.

Merry himself, in 1797, brought out his drama, The Abbey of St. Augustine, at Philadelphia, but for the most part contented himself with the unofficial laureateship which the younger writers granted to his London reputation.