In the fall of 1895, a rumor began that de Mérode was King Leopold II's latest mistress, and the two were dubbed "Cléopold" by the media. Because the King had had two children with a woman reputed to be a prostitute, de Mérode's reputation suffered, and she was labeled a "courtesan" or "demimondaine", both of which she is still referred to as today. In an attempt to settle the rumors, de Mérode's mother wrote a letter to the editor of Le Figaro, which was published and then subsequently mocked due to poor spelling. Two years later her mother said in an interview, "It is false, absolutely false. His majesty has no idea of doing such a ridiculous thing. When Lulu was dancing at the Grand Opera - where, you know, she must report every night, because she is not a premiere at all, and has no favors granted her which other members of the corps do not also receive - it happened that one night His Majesty the King of the Belgians and his suite were at the opera. The royal party sat very near the stage in one of the avant scenes. His Majesty the King sent to my daughter a flattering message, telling how much pleasure she had given him, and asked if he might beg the favor of meeting her. My daughter met the King, but never in her life except in my presence." In the same interview, de Mérode added, "It is horrible that they should so pursue me with such monstrous lies! The King of the Belgians is no more to me than any other great man who has admired me on the stage, whom I have seen for a few moments off the stage very rarely, and always in the presence of many other persons. His Majesty sent me gifts. I have no hesitation in saying that I accepted them, but that is permissible for an artist in France. I have never accepted any attentions from the King of Belgium, and he has never received a favor from me which I could not accord to any gentleman under the circumstances. I have never been alone with him." However, the French agent Xavier Paoli recorded in his 1911 book Their Majesties as I Knew Them that the King claimed that he had never met nor seen de Mérode perform and was unsure of how the rumors began. When he finally met de Mérode after the rumors were already rife, he apologized to her: "Allow me to express my regrets," he told her, "if the good fortune people attribute to me has offended you at all. Alas, we no longer live in an age when a king's favor was not looked upon as compromising! Besides, I am only a little king." de Mérode wrote in her autobiography of the rumor, "I was completely bewildered by the dimensions that this story took on. The tale of my liaison with Léopold sped along, across France, throughout Europe, and around the world. Caricatures, gossip columns, songs, skits, showed the king and me, snuggling, sharing a restaurant table, cracking open champagne at Maxim's, on a cruise, in a Pullman, and so on....I did not know what to make of such inordinate publicity; it stunned me." According to Georg Stefan Troller, who interviewed her, Leopold II had promised her the Belgian Congo if she married him. Michael Garval, de Mérode's biographer, claims that the rumors began after the King accosted de Mérode in the Foyer de la Danse at the Paris Opéra, and that the King may have staged the affair to conceal his actual relations with Émilienne d'Alençon. Garval has also said that although de Mérode posed as a courtesan to increase her fame, she never worked as one.
