Along with his successes came Thurber's failures, of which he had many. Many of his writings and illustrations were refused by publishers throughout his career. In addition, his first marriage to Althea Adams was an unstable one that did not last.

During long periods of failure (and, indeed, successful ones as well), Thurber was prone to late-night drinks at parties, and this began to be especially evident starting in the late 1950s. He always insisted on being the center of attention and talked incessantly. While smoking he would sometimes set fire to the furniture, to himself, or to the other guests. In such a state, he could be angered extremely easily and would argue furiously with his lifelong friends and smash wine glasses against walls. "To be blind and angry and alcoholic and old is a combination that no one should go through," says Roger Angell, another well-known writer and friend of Thurber's. "Add fame to that, and it's a terrible burden. I don't think any of us knows how we would do any better than he did." Thurber started to worry about death, and remembered old friends and colleagues who had died.

His alcohol abuse, health problems, and sporadic depression lasted for the rest of his life. But despite it all, Thurber survived for several years more, and continued to write and publish his work.