James McBryde enrolled at the Slade School of Art. Shortly after beginning his art studies, MR James approached him with the idea of illustrating his ghost stories. McBryde, already familiar with the stories, welcomed the opportunity. On 6 May 1904 McBryde wrote to his friend, "I have finished the Whistle ghost... I covered yards of paper to put in the moon shadows correctly and it is certainly the best thing I have ever drawn..." Sadly it would be one of the last. MRJ was named legal guardian of McBryde's daughter Jane who was born six months after her father's death. MRJ, the consummate Victorian bachelor, maintained a lifelong friendship with McBryde's widow Gwendolyn and his daughter Jane. The two women became a surrogate family for him.

The friendship between McBryde and James had continued after their time in education and between 1899 and 1901 they travelled each year to Denmark and Sweden. These adventures would later inspire two of MRJ's ghost stories (No. 13 and Count Magnus) and McBryde's children's book The Story of the Troll Hunt. The story told of three Cambridge men who travelled to Jutland to hunt monsters to bring back to the Fitzwilliam Museum - MRJ was the Director of the Fitzwilliam Museum from 1893 to 1908. One of the book's illustrations is a cartoon of MRJ, James McBryde and William Johnson Stone sitting on a bench on the Backs plotting their adventure.