 Giuglini himself was a cigar-smoker, and enjoyed gossip and conspiracy among his companions.According to a story published in 1951 purporting to be based in historical reality, from around 1858 to 1863 Giuglini openly maintained a relationship with a married woman, Mrs Agnes Wyndham (formerly Agnes Willoughby), wife of 'Mad' Wyndham of Felbrigg Hall in Norfolk, which caused a frisson of public scandal.Mrs Wyndham was very attached to Giuglini and set up house with him in London, despite the fact that her husband appeared from time to time to create embarrassing scenes, and threatened her with divorce.