This book is often wrongly attributed to Frank Harris, through confusion with My Life and Loves. The most popular candidate for 'Walter' is Henry Spencer Ashbee, alias 'Pisanus Fraxi' as discussed by Patrick Kearney (who maintains an excellent web site devoted to erotic literature) in an e-mail to me:-
Nobody knows for certain who wrote "My Secret Life." The suggestion that it was Ashbee was originated by, I believe, the late Gershon Legman. He summoned some ingenious arguments to bolster his case, but I'm not certain he was right.
My theory (and that's all it is) is that the Introduction or Preface in which an editor says the MS was left with him for destruction etc., etc. may be true, and the editor was Ashbee, who also compiled the Index (very similar in its anality to the indices in his three vols. of bibliography) and saw the book through the press. Ashbee certainly knew the printer/publisher August Brancart who did the work since there are references to Brancart in Ashbee's unpublished diaries.
However, it has been suggested that "MSL" might not be a memoir at all, but a work of fiction. In which case I suppose Ashbee may be the author after all. If it is fiction, then the fact that the events in the book don't coincide with what we know of Ashbee's life is immaterial. If you follow the thrust of my drift.
A researcher in Chicago spent literally years going through "MSL" line-by-line attempting to match up events, places and so forth with an individual - (ANY individual!). He died in the saddle so to speak without ever really accomplishing anything except trying to bug the "Book Collector" into publishing the fruits of his preposterous research. If "MSL" is merely fiction after all, I shudder to think of all that work he did having been wasted.
What I do know for a fact is that Frank Harris had nothing whatsoever to do with "My Secret Life."
Ian Gibson's recent biography The Erotomaniac: the Secret Life of Henry Spencer Ashbee also identifies Ashbee as Walter.
Even in the absence of other evidence, those of my correspondents who have read it agree that it would be highly unlikely that Harris could have written My Secret Life, judged simply on the basis of its turgid style and repetitiveness - whatever else may be said of Harris, he had some talent as a writer. And it is a safe bet that Harris would not have concealed his authorship as Ashbee (or whoever) did.