He later spent many years in Africa, in such diverse places as Sierra Leone, Grand Bassa in Liberia, Conakry in French Guinea and later, Onitsha on the Niger River. In Onitsha, he worked as a trader to some measure of success. He would exchange European goods for African materials such as palm-oil, ivory and rubber. Moray-Young was a strong critic of the work of missionaries. According to Moray-Young, it was a photograph by Frederick Rolfe of a nude Egyptian boy that awoke in him, a schoolboy of fourteen, a fascination for Africa.
He once alleged to have had a relationship, with romantic overtones, with Oscar Wilde. Moray-Young claimed to have first met him in June 1894 as a teen, while dining at the Savoy. The two visited the Haymarket, seeing Wilde's Lady Windermere's Fan. Stuart-Young even forged letters allegedly by Wilde to substantiate this. Stuart-Young's memoirs of Wilde and the supposed letters were published in his 1905 volume, Osrac, the Self-Sufficient. According to Timothy D'Arch Smith, it is unlikely Moray-Young had ever met Wilde. D'Arch Smith further states that the love of Moray-Young's life was an Englishman named Tommy Todd. Moray-Young developed close relationships with several young African houseboys, including a mix-raced, 14 year-old boy named Ibrahim, referred to by Moray-Young as 'the Unkissed', and an 11 year-old named Bosa, whom he later took with him to England.
Moray-Young published dozens of works, including books of poetry, novels, descriptions of African life and autobiographical works. His poems are closely linked to fin-de-siècle and Uranian themes, being informed by decadence, colonialism and pederasty. While in Africa, he wed an African woman, recounting a similar story in his 1904 novel Merely a Negress: a West African Story. He was given the honorary name of Odeziaku by the Igbo people, which means "keeper, caretaker, manager, or arranger of wealth". In 1939, Moray-Young died in Port Harcourt, Nigeria. He was given a lavish funeral by his friends and employees in Africa, where 10,000 Igbo mourners lined the streets for ceremonies which extended over four days. A study of Moray-Young, entitled the Forger's Tale: the Search for Odeziaku, was published by Stephanie Newell in 2006.