She quickly became a favorite of many artists of the time including Toulouse-Lautrec, Gustav Klimt, Edgar Degas and Alexandre Falguiere. The ballerina performed in many major cities including St. Petersburg, New York and London but was probably more famous for her beauty than her dancing.
In 1896, King Leopold II of Belgium attended the ballet and it is recounted how he became enamored with the 23 year old dancer. At the time the king was 61. Ballerinas were regarded almost as courtesans in Paris at the time. The Paris Opera was said to have been called a "national harem". Gossip spread among Parisians about de Merode being the king's new mistress, so much so that the king became dubbed King Cleopold. Such accusations were strongly denied by de Merode but the scandal followed her throughout her life. Outraged, Cleo de Merode left Paris to dance internationally in such cities as Hamburg, Berlin, St. Petersburg, Budapest and New York. In the Russian Ballet she became the first ballerina to dance with a male partner.
At the peak of her ballet career, Cleo elected to perform with the Folies Bergere, something no other ballet elite would do. The risk she took gained her a whole new following. At age 42, Cleo returned to her birthplace of Biarritz, never to return to Paris. She still continued to dance, performing through the Red Cross for the wounded soldiers during WWI.
She is reported to have had only two relationships with men in her life, both long term. The first, an aristocrat lasted ten years until he died of typhoid fever; the second, a Spanish diplomat and sculptor eventually left her for another woman. Cleo de Merode died in 1966 at the age of 91 and is interred in the Pere Lachaise Cemetery in Paris.