Montague Rhodes James was born on 1 August 1862 near Bury St Edmunds, though he spent long periods of his later life in Suffolk, which provided the setting for many of his ghost stories. He studied at Eton and Kings College, Cambridge, where he was eventually elected Fellow, and then made Provost in 1905. In 1918 he became Provost of Eton.

He was a renowed medievalist and biblical scholar, and published works on palaeography, antiquarianism, bibliography and history, guides to Suffolk and Norfolk, as well as editing a collection of ghost stories by Sheridan Le Fanu.

However, he remains best known for his own ghost stories, which were published in several collections including Ghost Stories of an Antiquary (1904), A Thin Ghost and Other Stories (1919), A Warning to the Curious (1925) and a collected edition in 1931. M. R. James never married and died on 12 June 1936.