Picasso made his first trip to Paris in 1900, then the art capital of Europe. There, he met his first Parisian friend, the journalist and poet Max Jacob, who helped Picasso learn the language and its literature. Soon they shared an apartment; Max slept at night while Picasso slept during the day and worked at night. These were times of severe poverty, cold, and desperation. Much of his work was burned to keep the small room warm. During the first five months of 1901, Picasso lived in Madrid, where he and his anarchist friend Francisco de Asís Soler founded the magazine Arte Joven (Young Art), which published five issues. Soler solicited articles and Picasso illustrated the journal, mostly contributing grim cartoons depicting and sympathizing with the state of the poor. The first issue was published on 31 March 1901, by which time the artist had started to sign his work simply Picasso, while before he had signed Pablo Ruiz y Picasso.
By 1905 Picasso became a favorite of the American art collectors Leo and Gertrude Stein. Their older brother Michael Stein and his wife Sarah also became collectors of his work. Picasso painted portraits of both Gertrude Stein and her nephew Allan Stein. Gertrude Stein became Picasso's principal patron, acquiring his drawings and paintings and exhibiting them in her informal Salon at her home in Paris. At one of her gatherings in 1905, he met Henri Matisse, who was to become a lifelong friend and rival. The Steins introduced him to Claribel Cone and her sister Etta who were American art collectors; they also began to acquire Picasso and Matisse's paintings. Eventually Leo Stein moved to Italy, and Michael and Sarah Stein became patrons of Matisse; while Gertrude Stein continued to collect Picasso.
In 1907 Picasso joined an art gallery that had recently been opened in Paris by Daniel-Henry Kahnweiler. Kahnweiler was a German art historian, art collector who became one of the premier French art dealers of the 20th century. He was among the first champions of Pablo Picasso, Georges Braque and the Cubism that they jointly developed. Kahnweiler promoted burgeoning artists such as André Derain, Kees Van Dongen, Fernand Léger, Juan Gris, Maurice de Vlaminck and several others who had come from all over the globe to live and work in Montparnasse at the time.
In Paris, Picasso entertained a distinguished coterie of friends in the Montmartre and Montparnasse quarters, including André Breton, poet Guillaume Apollinaire, writer Alfred Jarry, and Gertrude Stein. Apollinaire was arrested on suspicion of stealing the Mona Lisa from the Louvre in 1911. Apollinaire pointed to his friend Picasso, who was also brought in for questioning, but both were later exonerated.
In the early 20th century, Picasso divided his time between Barcelona and Paris. In 1904, in the middle of a storm, he met Fernande Olivier, a Bohemian artist who became his mistress. Olivier appears in many of his Rose period paintings. After acquiring some fame and fortune, Picasso left Olivier for Marcelle Humbert, whom he called Eva Gouel. Picasso included declarations of his love for Eva in many Cubist works. Picasso was devastated by her premature death from illness at the age of 30 in 1915.
After World War I, Picasso made a number of important relationships with figures associated with Serge Diaghilev's Ballets Russes. Among his friends during this period were Jean Cocteau, Jean Hugo, Juan Gris and others. In the summer of 1918, Picasso married Olga Khokhlova, a ballerina with Sergei Diaghilev’s troupe, for whom Picasso was designing a ballet, Parade, in Rome; and they spent their honeymoon in the villa near Biarritz of the glamorous Chilean art patron Eugenia Errázuriz. Khokhlova introduced Picasso to high society, formal dinner parties, and all the social niceties attendant on the life of the rich in 1920s Paris. The two had a son, Paulo, who would grow up to be a dissolute motorcycle racer and chauffeur to his father. Khokhlova’s insistence on social propriety clashed with Picasso’s bohemian tendencies and the two lived in a state of constant conflict. During the same period that Picasso collaborated with Diaghilev’s troup, he and Igor Stravinsky collaborated on Pulcinella in 1920. Picasso took the opportunity to make several drawings of the composer.
In 1927 Picasso met 17-year-old Marie-Thérèse Walter and began a secret affair with her. Picasso’s marriage to Khokhlova soon ended in separation rather than divorce, as French law required an even division of property in the case of divorce, and Picasso did not want Khokhlova to have half his wealth. The two remained legally married until Khokhlova’s death in 1955. Picasso carried on a long-standing affair with Marie-Thérèse Walter and fathered a daughter with her, named Maia. Marie-Thérèse lived in the vain hope that Picasso would one day marry her, and hanged herself four years after Picasso’s death. Throughout his life Picasso maintained a number of mistresses in addition to his wife or primary partner. Picasso was married twice and had four children by three women.
The photographer and painter Dora Maar was also a constant companion and lover of Picasso. The two were closest in the late 1930s and early 1940s, and it was Maar who documented the painting of Guernica.
War years and beyond
During the Second World War, Picasso remained in Paris while the Germans occupied the city. Picasso’s artistic style did not fit the Nazi ideal of art, so he didn't exhibit during this time. Retreating to his studio, he continued to paint, producing works such as the Still Life with Guitar (1942) and The Charnel House (1944–48). Although the Germans outlawed bronze casting in Paris, Picasso continued regardless, using bronze smuggled to him by the French Resistance.
In 1944, after the liberation of Paris, Picasso began a romantic relationship with a young art student named Françoise Gilot. She was 40 years younger than him. Having grown tired of his mistress Dora Maar, Picasso and Gilot began to live together. Eventually they had two children, Claude born in 1947 and Paloma born in 1949. In her 1964 book Life with Picasso  she describes his abusive treatment and myriad infidelities which led her to leave him, taking the children with her. This was a severe blow to Picasso.
Picasso had affairs with women an even greater age disparity than his and Gilot's. While still involved with Gilot, in 1951 Picasso had a six-week affair with Geneviève Laporte, who was 4 years younger that Gilot. Eventually, as evident in his work, Picasso began to come to terms with his advancing age and his waning attraction to young women. By his 70s, many paintings, ink drawings and prints have as their theme an old, grotesque dwarf as the doting lover of a beautiful young model.
Jacqueline Roque (1927–1986) worked at the Madoura Pottery in Vallauris on the French Riviera, where Picasso made and painted ceramics. She became his lover, and then his second wife in 1961. The two were together for the remainder of Picasso’s life. Francoise Gilot had been seeking a legal means to legitimize her children with Picasso; his marriage to Roque was also a means of revenge against Gilot. With Picasso’s encouragement, Gilot had divorced her then husband, Luc Simon, with the plan to finally actually marry Picasso to secure the rights of her children as Picasso's legitimate heirs. However, Picasso had already secretly married Roque, after Gilot had filed for divorce. This strained his relationship Claude and Paloma.
By this time, Picasso had constructed a huge Gothic home, and could afford large villas in the south of France, at Notre-dame-de-vie on the outskirts of Mougins, and in the Provence-Alpes-Côte d'Azur. He was an international celebrity, and there was often as much interest in his personal life as his art.
In addition to his artistic accomplishments, Picasso made a few film appearances, always as himself, including a cameo in Jean Cocteau’s Testament of Orpheus. In 1955 he helped make the film Le Mystère Picasso (The Mystery of Picasso) directed by Henri-Georges Clouzot.
Pablo Picasso died on 8 April 1973 in Mougins, France, while he and his wife Jacqueline entertained friends for dinner. His final words were “Drink to me, drink to my health, you know I can’t drink any more.” He was interred at the Chateau of Vauvenargues near Aix-en-Provence, a property he had acquired in 1958 and occupied with Jacqueline between 1959 and 1962. Jacqueline Roque prevented his children Claude and Paloma from attending the funeral. Devastated and lonely after the death of Picasso, Jacqueline Roque took her own life by gunshot in 1986 when she was 60 years old.
- Paulo (4 February 1921 – 5 June 1975) (Born Paul Joseph Picasso) — with Olga Khokhlova
- Maya (5 September 1935 – ) (Born Maria de la Concepcion Picasso) — with Marie-Thérèse Walter
- Claude (15 May 1947 –) (Born Claude Pierre Pablo Picasso) & Paloma (19 April 1949 – ) (Born Anne Paloma Picasso) — with Françoise Gilot