For twenty-five years MacKenzie lived by crime in many countries. 'I went to jail,' he wrote, 'if not with depressing regularity, too often for my liking.' His last sentences were five years in the United States and three years in England, running consecutively. He began writing and selling stories when in American jail. 'I try to do exactly as I like as often as possible and I don't think I'm either psychopathic, a wayward boy, a problem of our time, a charming rogue. Or ever was.'
He had a wife, Estrela, and a daughter, and they divided their time between England, Portugal, Spain and Austria.