When he was four years old, Gustav discovered his grandparents' piano and took to it immediately; according to the composer's own account many years later; "From my fourth year on I have always made music. I was composing before I could play scales." Assisted by tutors and with his father's encouragement, the boy developed sufficiently to give his first public performance at the municipal theatre when he was 10 years old, and was considered a local Wunderkind. Meanwhile he had begun his schooling, at the Iglau Gymnasium. Contemporary accounts describe the young Mahler as "a moody, introspective boy, with short spare figure and worried eyes"; his school reports portray him as absent-minded and unreliable. In 1871, in the hope of improving the boy's academic results, his father sent him to the New Town Gymnasium in Prague, but the change was unsuccessful and Gustav was soon brought back to Iglau. There, he resumed his mediocre school performance while continuing his piano-playing and educating himself with books from his father's library. In 1874 he suffered a bitter personal blow when his brother Ernst, nearest to him in age, died after a long illness. Mahler sought to express his feelings in music, and with the help of a friend, Josef Steiner, began work on an opera, Herzog Ernst von Schwaben ("Duke Ernest of Swabia") as a memorial to his lost brother. Neither the music nor the libretto of this early work has survived.

Despite his reputation as a bully and wife-beater, Bernhard Mahler was supportive of his son's ambitions for a music career. When local farm manager Gustav Schwarz, who was a keen amateur musician, suggested that the boy should try for the Vienna Conservatory, Bernhard agreed. The young Mahler was auditioned by the renowned pianist Julius Epstein, and accepted for the year 1875–76. Mahler would later write to Schwarz: "It was you who opened the gates of the Promised Land." There were problems about meeting the tuition fees; eventually some part was remitted, and Mahler subsidised himself by private piano teaching. Although Epstein was pleased with his pupil's progress as a pianist, Mahler decided that he would concentrate on composition, which he studied under Robert Fuchs and Franz Krenn. He also attended lectures given by Anton Bruckner and, while never the latter's formal pupil, was influenced by him. On 16 December 1877 Mahler attended the disastrous première of Bruckner's Third Symphony given by the Vienna Philharmonic, at which the composer was shouted down and most of the audience walked out. Mahler remained, and later presented the older composer with a piano version of the symphony, prepared by Mahler with the help of fellow-student Rudolf Krzyzanowski.

The Conservatory gave Mahler his first experience as a conductor, directing the student orchestra in rehearsals and performances. Conducting was not considered a specialism and was not taught as such, so that in the words of Mahler biographer Kurt Blaukopf, "all the great conductors of that epoch were untaught". Among Mahler's fellow students were the future song-writer Hugo Wolf and the largely forgotten composer Hans Rott. Both of these friends were mentally unstable and both eventually died in asylums. Wolf was unable to submit to the strict disciplines of the Conservatory, and was expelled, while Mahler, sometimes rebellious, only avoided the same fate by writing a penitent letter to the autocratic director Joseph Hellmesberger. Along with many music students of his generation, Mahler was attracted to and influenced by the music of Richard Wagner, though — unlike Hugo Wolf — with reservations.

Few of Mahler's student compositions have survived; most were abandoned when he became dissatisfied with them. A symphony, prepared for an end-of-term competition, was destroyed after its scornful rejection by Hellmesberger. Mahler's graduation piece, a scherzo for piano quintet, is likewise lost. Among the group that played in the graduation quintet was Arnold Rosé, the composer's future brother-in-law and himself the future leader of the Vienna Philharmonic. Mahler left the Conservatory in 1878 with a diploma but without the prestigious silver medal that was given for outstanding achievement. He then enrolled at the University (he had, at Bernhard's insistence, sat and with difficulty passed the "matura", or entrance examination) and followed courses reflecting his developing literary and philosophical interests. Mahler made some money by teaching, and he continued to compose, falling out with Wolf over the latter's claim that Mahler had used his ideas in an opera called Rübezahl. This project, and another opera Die Argonauten, came to nothing, but Mahler had more success with another large-scale work, the dramatic cantata Das Klagende Lied. This is the first complete Mahler composition to survive; completed in 1880, it would go through many revisions before its premiére, more than 20 years later.

Mahler was active in Viennese student societies, particularly those espousing German nationalism and German philopsophy. He befriended the poet-dramatist Siegfried Lipiner, who introduced Mahler to the works of Arthur Schopenhauer, Nietzche, Gustav Theodor Fechner and Rudolf Hermann Lotze. These thinkers continued to influence Mahler and his music long after he had left the University. Biographer Jonathan Carr says that the composer's head was "not only full of the sound of Bohemian bands, trumpet calls and marches, Bruckner chorales ... It was also throbbing with the problems of philosophy and metaphysics he had thrashed out, above all, with Lipiner."

Faced with the need to earn a living, Mahler acquired an agent, Gustav Lewy, who in the summer of 1880 found the young man his first job, as a theatre conductor in the small spa town of Bad Hall, south of Linz. The theatre's repertory was exclusively operetta; it was, in Carr's words "a dismal little job", which Mahler only took after Julius Epstein had told him he would soon work his way up. Mahler was there for three months before returning to Vienna. In the following year he was engaged at the Landestheater in Laibach (now Ljubljana, in Slovenia), where the orchestra had only 18 players, the chorus 14 singers. However, the resourceful company was able to stage ambitious works, and on October 1881 Mahler conducted his first full-scale opera, Verdi's Il trovatore. In his six months at Laibach Mahler directed more than 50 operas, including works by Rossini, Donizetti, Carl Maria von Weber and Mozart, earning praise from critics in German and Slovenian newspapers. On his return to Vienna in March 1882 Mahler worked part-time as chorus-master at the Vienna Carltheater.

In January 1883 Mahler became conductor at a run-down theatre in Olmütz (now Olomouc in the Czech Republic). He spent an unhappy three months there, later writing: "From the moment I crossed the threshold of the Olmütz theatre I felt like one awaiting the wrath of God." Despite poor relations with the orchestra, who detested him, Mahler brought five new operas to the theatre, including Bizet's Carmen, and eventually won over the press who had initially been hostile to him. While at Olmütz Mahler was offered a week's engagement at the Royal Theatre in the Prussian town of Kassel. This short spell led to the offer of an appointment in Kassel as the theatre's Musical and Choral Director, which Mahler accepted from August 1883. The title concealed the reality that Mahler was subordinate to the theatre's Kapellmeister, Wilhelm Treiber, who disliked Mahler and set out to make his life miserable. Despite a generally unsatisfying tenure, Mahler enjoyed a few successes in Kassel. He conducted a performance of his favourite opera, Weber's Der Freischutz, and led a partly improvised band in a very popular rendering of Mendelssohn's oratorio St. Paul. On 23 June 1884 he conducted his own incidental music to Josef Viktor von Scheffel's play Der Trompeter von Säkkingen ("The Trumpeter of Säkkingen"), the first professional public performance of a Mahler work. An ardent but ultimately unfulfilled love affair with soprano Johanna Richter led Mahler to write a series of love poems which became the text of his song cycle Lieder eines fahrenden Gesellen ("Songs of a Wayfarer").

Mahler sought to break away from Kassel by requesting a post as assistant to the distinguished conductor Hans von Bülow, who had given two concerts in the town in January 1884. Bülow was dismissive, but in 1885 Mahler's jobseeking efforts resulted in a six-year contract with the prestigious Leipzig Opera, to begin in 1886. Unwilling to remain in Kassel for another year, Mahler resigned in July 1885, and through good fortune was offered a standby appointment as an assistant conductor at the Neues Deutsches Theater in Prague.

Mahler's interim year in Prague was marked by cultural tension in the city. The new Czech National Theatre and its overt nationalist agenda had diminished the popularity and importance of the Neues Deutsches Theater; Mahler's task was to help arrest this decline. He had success with operas with which he would be associated for the rest of his career, including Mozart's Don Giovanni and Cosi fan tutte, and Wagner's Tannhäuser, Das Rheingold and Die Walküre. However, Mahler again found it difficult to establish good relations with his colleages, this time falling out with his fellow conductor Ludwig Slansky. After a concert in a Prague hotel that included the first performance of at least one of his early songs, Mahler left Prague in July 1886, to take up his post at the Neues Stadttheater in Leipzig.

Rivalry with his senior colleague Arthur Nikisch began at once, primarily over the conductorship of the theatre's new Ring cycle. As it happened, Nikisch's illness in January 1887 meant that Mahler took over, and scored a resounding public success. This did not, however, endear him to the orchestra, who resented his high-handed and authoritarian manner and were loyal to Nikisch. Mahler, however, had the support of the theatre's manager, Max Staegemann. In Leipzig Mahler befriended Carl von Weber, grandson of the composer. This association led to Mahler agreeing to prepare Carl Maria von Weber's unfinished opera Die drei Pintos ("The Three Pintos") for performance. Mahler transcribed and orchestrated the existing musical sketches, used parts of other Weber works and added some composition of his own to produce a finished work. The première at the Stadttheater in January 1888, conducted by Mahler, was an important occasion; Tchaikovsky was present, along with the heads of various opera houses and the renowned Viennese critic Eduard Hanslick. The work was well-received; its success did much to raise Mahler's public profile, and was financially rewarding. His involvement with the Weber family was complicated by a romantic attachment to Carl von Weber's wife, Marion, which though intense on both sides, came to nothing. It may, however, have but influenced the character of the First Symphony, which Mahler began composing around this time. Mahler also claimed that it was in the company of the Weber family that he discovered the German folk-poem collection Des Knaben Wunderhorn, which would dominate much of his composition output during the following twelve years.

Mahler's new-found financial security enabled him to resign his Leipzig position in May 1888, after a falling-out with the Stadttheater's chief stage manager. Without a post, he returned to Prague to work on a revival of Die drei Pintos and a production of Peter Cornelius's Der Barbier von Bagdad. This project ended unhappily with Mahler's dismissal after an outburst during rehearsals. However, through the efforts of a Viennese friend, Guido Adler, Mahler's name had gone forward as a potential director of the Royal Hungarian Opera in Budapest. He was interviewed, made a good impression, and was offered the post from October 1888.

In the years that followed Mahler's first conducting appointment at Bad Hall, composing was relegated to a spare time activity. Over the next few years he produced few works that have survived; biographer Peter Franklin comments that at this stage in his career, "Mahler's compositional gifts were still a matter of sceptical conjecture, even for some of his closest friends." In the period between his Laibach and Olmütz appointments he worked on settings of verses by Richard Leander and Tirso de Molinawhich were later collected as Volume 1 of Lieder und Gesänge ("Songs and Airs"). Mahler's first orchestral song cycle, Lieder eines fahrenden Gesellen was based on the composer's own verses, although the first poem, "Wenn mein Schatz Hochzeit macht" ("When my love becomes a bride") closely follows the text of a Wunderhorn poem. The airs for the second and fourth songs of the cycle found their way into the first and third movements of the First Symphony, which Mahler finished in a creative burst of a few weeks in 1888, at the height of his affair with Marion von Weber. On completing the symphony Mahler immediately composed a 20-minute funeral march or Todtenfeier, which in due course became the first movement of his Second Symphony. The First Symphony was originally written as a symphonic poem in five movements, one of which — later discarded — was based on the "Blumine" passage from the lost work Der Trompeter von Säkkingen. Jonathan Carr postulates the existence of an earlier lost symphony, in the key of A minor, composed between 1882 and 1883; this may have been one of several lost works which were found in 1907 in Dresden, in the archive of the then widowed Marion von Weber. This archive was almost certainly destroyed in the bombing of Dresden in 1945, but according to Mahler historian Donald Mitchell "the strong possibility remains that some important manuscripts, either early symphonies or parts of early symphonies, were to be found in Dresden."

On arriving in Budapest in October 1888 Mahler found a modern and well-equipped opera house, which was nevertheless poorly disciplined, heavily reliant on guest artistes, and financially unviable. Part of the problem was the clash between diehard Hungarian nationalists who wanted a policy of cultural Magyarisation, and the more liberal nationalists who wished to preserve some of the German cultural traditions of Austria. In the opera house the conservative faction had been dominant, represented by the elderly composer Ferenc Erkel and his sons, Sandor and Gyula; as nominal director, Sandor Erkel had maintained an unimaginative repertory of historical and folklore opera. When Mahler began his duties, however, the progressive faction was in the ascendant, with the management of the Royal Opera in the hands of the liberal-minded State Secretary Ferenc von Beniczky. In his first few months Mahler moved cautiously, keeping a low profile and concentrating on administration; he delayed his first appearance on the conductor's stand until January 1889, when he conducted Das Rheingold and Die Walküre to great public acclaim. Mahler resolved the cultural conflict by presenting both operas in Hungarian, the first such performances.

The year 1889 proved difficult for Mahler. In February his father, Bernhard, died; this was followed in the autumn by the deaths of Mahler's sister Leopoldine and his mother. His own health was poor, with attacks of haemorrhoids and migraine and a recurrent septic throat. Within the opera house his early success soon faded, as plans to stage the second part of Wagner's Ring cycle and other operas from the German repertory were frustrated by the efforts of the renascent conservative camp, who favoured a programme of ballet and Hungarian light opera. In search of non-German operas Mahler visited Italy, where he chose Alberto Franchetti's Asrael and Pietro Mascagni's new sensation Cavalleria Rusticana for the Budapest repertory. The first public performance of the First Symphony on 21 November 1889 (announced as a "symphonic poem in five parts"), was not well-received by public and critics. Among the various, generally hostile reviews, Mahler was particularly distressed by the negative comments from his Vienna Conservatory contemporary, Viktor von Herzfeld.

In 1890 the country's move to the political right was reflected in the politics of the opera house, where Mahler gradually lost authority. Early in 1891 Beniczky was replaced as Intendant by the conservative aristocrat Géza Zichy, who was determined to assume artistic control of the opera house over Mahler's head. Before this could happen Mahler's presentation of Don Giovanni provided him with a last triumph and won him praise from the composer Johannes Brahms. By this time Mahler was negotiating with the director of the Hamburg Stadttheater in the hopes of finding a post there, and in May 1891 he resigned his Budapest post having agreed a contract with Hamburg. He managed, however, to secure a payoff from Zichy of 25,000 florins. Amid the turmoil of his Budapest years Mahler's compositional output had been small, consisting of some Wunderhorn song settings that became Volumes II and III of Lieder und Gesänge, and amendments and reorchestration of the First Symphony.

Mahler's Hamburg post was as chief conductor, subordinate to the director, Bernhard Pohl (known as Pollini) who retained overall artistic control. According to Blaukopf, Pollini was famous as a talent scout, and "an unscrupulous exploiter of his personnel". His priority was profitability, and he was prepared to give Mahler considerable leeway if the latter could provide commercial as well as artistic success. This Mahler did in his first season, conducting Wagner's Tristan und Isolde for the first time and giving acclaimed performances of the same composer's Tannhäuser and Siegfried, while undertaking an exceptionally heavy repertory schedule. Another triumph was the German première of Tchaikovsky's Eugene Onegin, in the presence of the composer who called Mahler's conducting "astounding". The demanding rehearsal schedules led to predictable resentment from the singers and orchestra with whom, according to Franklin, Mahler "inspired hatred and respect in almost equal measure." He found support, however, from Hans von Bülow, who was in Hamburg as director of the city's subscription concerts. Bülow had come to admire Mahler's conducting style, and invited the younger man to share the concert podium with him. On Bülow's death in 1894 Mahler took over the direction of the concerts. In the summer of 1892 Mahler took the Hamburg singers to London for a six-week season of German opera — his only visit to Britain. His conducting of Tristan enthralled the young composer Ralph Vaughan Williams, who "staggered home in a daze and could not sleep for two nights." However, Mahler declined further summer invitations as he was anxious to reserve his summers for composing. In 1893 he acquired a summer retreat at Steinbach, on the banks of Lake Attersee in Upper Austria, and established a pattern that persisted for the rest of his life. While winters would be occupied with conducting, summers would be dedicated to composition, at Steinbach or its successor retreats. Mahler had entered his Wunderhorn phase, and from Steinbach produced a series of songs from the Des Knaben Wunderhorn collection, completed his Second Symphony, and wrote his Third. Performances of Mahler works remained rare, but on 27 October 1893, at Hamburg's Ludwig Konzerthaus he conducted a revised — but still five-movement — version of his First Symphony, presented as a symphonic poem under the name Titan. The same concert introduced several of the more recent Wunderhorn settings. On 13 December 1895 Mahler achieved his first popular success as a composer when the Second Symphony, in its entirety, was premiéred in Berlin. Bruno Walter, then an assistant to Mahler, said that "one may date his rise to fame as a composer from that day."

At the Stadttheater Mahler continued to introduce new operas: Verdi's Falstaff, Humperdink's Hänsel und Gretel and several works by Smetana. In 1895 his private life was disrupted again, with the suicide of his younger brother Otto. Mahler gained some consolation from a relationship with the young soprano Anna von Mildenburg, but despite signing a new five-year contract with the Stadttheater he was anxious to leave Hamburg, particularly after losing his conducting appointment with the subscription concerts following a rendering of Beethoven's Ninth Symphony in which Mahler's radical editing and reorchestration were badly received. He had hopes of succeeding to the directorship of the Vienna Hofoper, despite the bar that existed against the appointment of a Jew to this post. He resolved this difficulty pragmatically, by converting to Roman Catholicism in February 1897. Two months later Mahler was appointed to the Hofoper, initially as Kapellmeister.

Under its director Wilhelm Jahn, who had held office since 1880, the Vienna Hofoper was thought to be stagnating and in need of new blood. Although his title was "Kapellmeister", Mahler joined as one of the resident conductors, sharing duties with Joseph Hellmesberger Jr (son of the former Conservatory director) and with the renowned Hans Richter. Jahn had not consulted Richter about Mahler's appointment, and the older man was not pleased with the prospect of having to share his specialism, the Wagner repertory, with a newcomer whose ideas were reputedly "modern". Mahler, sensitive to the situation, wrote Richter a conciliatory letter in which he said: "Until my dying day I shall be proud to express my unswerving admiration for you." Subsequently, the two were rarely in agreement, but kept their divisions private. Mahler made an early mark in May 1897, with much-praised performances of Wagner's Lohengrin and Mozart's Die Zauberflöte ("The Magic Flute"). During the performance of the latter, on 29 May, Mahler became ill; he finished the evening but was then confined to bed, and as the illness persisted he was forced to take a leave of absence for several weeks. During this time he was nursed by his sister Justine and his current companion, the viola player Natalie Bauer-Lechner. Mahler returned to Vienna in early August and resumed a heavy conducting schedule as well as preparing Vienna's first uncut version of the complete Ring cycle. This performance took place on 24–27 August, and although it attracted critical praise, Mahler was dissatisfied, commenting: "What a pity that the greatest composers should have written their works for this pigsty of a theatre." On the other hand, Mahler's friend Hugo Wolf told Natalie Bauer-Lechner that "for the first time I have heard the Ring as I have always dreamed of hearing it while reading the score."

On 8 October Mahler was formally appointed to succeed Jahn as the Hofoper's director. With a greater degree of artistic control he was able to introduce new operas to Vienna. His first production as director was Smetana's Czech nationalist opera Dalibor, with a reconstituted finale that left the hero Dalibor alive. This production caused anger among the more extreme Viennese German nationalists, who accused Mahler of "fraternising with the anti-dynastic, inferior Czech nation". Later introductions to the Vienna repertoire included Richard Strauss's Feuersnot, French composer Gustave Charpentier's Louise and the German Hans Pfitzner's Die Rose vom Liebesgarten. However, a proposal to stage Strauss's controversial Salome fell foul of the Viennese censors. Mahler's marriage in 1902 to Alma Schindler had a significant effect on the second part of his Vienna directorship, through her association with artists and designers of the Vienna Secession movement. One of these was Alfred Roller, who was appointed by Mahler as the Hofoper's chief stage designer in 1903. The collaboration between Mahler and Roller created new and celebrated productions of, among other operas, Beethoven's Fidelio, Gluck's Iphigénie en Aulide and Mozart's Le nozze di Figaro ("The Marriage of Figaro").

In spite of the many theatrical triumphs, Mahler's Vienna years were rarely smooth. Apart from the weighty administrative workload attached to his post as director, his battles with singers continued on and off for the whole of his tenure. In December 1903 Mahler faced a revolt by stage-hands, whose list of demands for better conditions he rejected in the belief that his staff were being manipulated by extremists. The anti-Semitic elements in Viennese society, which had opposed Mahler's appointment, continued to express themselves from time to time, and in 1907 had instituted a press campaign designed to drive Mahler out. By that time he was also at odds with the opera house's administration over the amount of time he was spending on his own music. Early in 1907 Mahler entered into discussions with Heinrich Conried, director of the New York Metropolitan Opera, and in June signed a contract, on very favourable terms, for four seasons' conducting in New York. At the end of the summer Mahler submitted his resignation to the Hofoper, and on 15 October 1907 conducted Fidelio, his 648th and final performance in the opera house. His departing message to the company, which was pinned to a notice board, was later torn down and scattered over the floor. After conducting the Hofoper orchestra in a farewell concert performance of his Second Symphony on 24 November, Mahler left Vienna for New York in early December. Among the party that saw him off were Bruno Walter, Alfred Roller, Arnold Rosé, and a group of avant-garde composers who admired his work: Arnold Schönberg, Alban Berg and Anton Webern.

When Richter resigned as head of the Vienna Philharmonic subcription concerts in September 1898, the concerts committee unanimously chose Mahler as his successor. Simultaneous leadership of the Hofoper and the Philharmonic concerts made Mahler, in the words of music scholar Henry-Louis De la Grange, "undisputed king of music in Vienna". The appointment was not universally welcomed; the anti-Semitic press wondered if, as a non-German, Mahler would be capable of defending German music, but attendances rose sharply in Mahler's first season. Some members of the orchestra were hostile, criticising the extravagance of Mahler's conducting gestures (which were frequently satirised in contemporary cartoons) and resentful of his habits of re-scoring acknowledged masterpieces. They also objected to Mahler's habit of scheduling extra rehearsals, even for works with which they were thoroughly familiar. An attempt by orchestra members to have Richter reinstated for the 1899 season failed, because Richter was not interested. Mahler's position was further weakened when, in 1900, he took the orchestra to Paris to play at the Exposition Universelle. The Paris concerts were poorly attended and lost money — Mahler had to borrow the orchestra's fare home from the Rothschilds. In April 1901, dogged by a recurrence of ill-health and more complaints from the orchestra, Mahler relinquished the conductorship of the Philharmonic concerts. In his three seasons he had performed around eighty different works, which included pieces by relatively unknown composers such as Hermann Goetz, Wilhelm Kienzland the Italian Lorenzo Perosi. The demands of his twin appointments in Vienna initially absorbed all Mahler's time and energy, but by 1899 he had resumed composing. The remaining Vienna years were to prove particularly fruitful. While working on the last of his Des Knaben Wunderhorn settings he started his Fourth Symphony, which he completed in 1900. By this time he had exchanged the composing hut at Steinbach for another, at Maiernigg on the shores of the Wörthersee in Carinthia, a spot that he had discovered during his 1897 convalescence from the Hofoper. In this new venue Mahler embarked upon what is generally considered as his "middle" or post-Wunderhorn compositional period. Between 1901 and 1904 he wrote nine orchestral settings of poems by Friedrich Rückert, four of which were collected as Rückert Lieder. The other five formed the song cycle Kindertotenlieder ("Songs on the deaths of children"). The trilogy of orchestral symphonies, the Fifth, the Sixth and the Seventh were composed at Maiernigg between 1901 and 1905, and the Eighth Symphony written there in 1906, in eight weeks of furious activity. Within this same period Mahler's works began to be performed with increasing frequency. In April 1899 Mahler conducted the Viennese première of his Second Symphony; 17 February 1901 saw the first public performance of his early work Das Klagende Lied, in its revised two-part form. Later that year, in November, he conducted the première of his Fourth Symphony, in Munich, and was at the rostrum for the first complete performance of the Third Symphony, at the Allgemeiner Deutscher Musikverein festival at Krefeld, on 9 June 1902. Mahler premières now became increasingly important musical events; he conducted the first performances of the Fifth and Sixth Symphonies at Cologne and Essen respectively, in 1904 and 1906. Four of the Rückert Lieder and Kindertotenlieder were premièred in Vienna, on 29 January 1905.

During his second season in Vienna Mahler acquired a spacious modern apartment on the Auenbruggerstrasse, into which he moved with his sister Justine. He also built a summer villa on land he had acquired adjoining his new composing studio at Maiernigg. In November 1901 he met Alma Schindler, the step-daughter of painter Carl Moll, at a social gathering that included the Secessionist painter Gustav Klimt and the theatre director Max Burckhard. Alma was, by her own account, not anxious to meet Mahler. on account of "the scandals about him and every young woman who aspired to sing in opera". However, after some lively conversation, and an animated disagreement about a ballet by Alexander von Zemlinsky (Alma was one of Zemlinsky's pupils), they agreed to meet at the Hofoper the following day. This was followed by a rapid courtship; the couple were married on 9 March 1902, at a private ceremony in the sacristy of Vienna's Karlskirche. Alma was by then pregnant with her first child, a daughter Maria Anna, who was born on 3 November 1902. A second daughter, Anna, would be born in 1904. Friends of the couple were surprised by the marriage and dubious of its wisdom. Burckhard called Mahler "that rachitic degenerate Jew", unworthy for such a good-looking girl of good family. On the other hand, Mahler's family considered Alma to be flirtatious, unreliable, and too fond of seeing young men fall for her charms. It was soon apparent that Alma considered that the marriage had clipped her wings; she reproached Mahler: "Why did you bind to you this splendid bird do happy in flight...?" She became resentful that she had given up her music studies, on Mahler's insistence that there could only be one composer in the family, and wrote: "How hard it is to be so mercilessly deprived of ... things closest to one's heart". Mahler's requirement that their married life be organised around his creative activities imposed constant strains on the marriage, which was nevertheless marked at times by expressions of considerable passion, particularly from Mahler. In the summer of 1907 Mahler, exhausted from the effects of the virulent campaign against him in Vienna, took his family to Maiernigg. Soon after their arrival Maria fell ill with scarlet fever and diphtheria. After a fortnight's struggle she died, on 12 July. As the family attempted to come to terms with this loss, Mahler himself was diagnosed with a defective heart. The extent to which this disabled him is unclear; Alma recorded it as a virtual death sentence, while Mahler himself, in a letter written on 30 August 1907, said that he would be able to live a normal life, apart from avoiding over-fatigue. It was, however, a further depressing factor; at the end of the summer the villa at Maiernigg was closed, and never revisited.

The final impetus for Mahler's departure from the Vienna Opera was a generous offer from the Metropolitan Opera in New York. He conducted a season there in 1908, only to be set aside in favor of Arturo Toscanini; while he had been enormously popular with public and critics alike, he had fallen out of favor with the trustees of the board of the Met. Back in Europe, with his marriage in crisis and Alma's infidelity having been revealed, Mahler, in 1910, had a single (and apparently helpful) consultation with Sigmund Freud. Having now signed a contract to conduct the long-established New York Philharmonic Orchestra, Mahler and his family travelled again to America. At this time, he completed his Das Lied von der Erde (The Song of the Earth), and his Symphony No. 9, which would be his last completed work. In February 1911, during a long and demanding concert season in New York, Mahler fell seriously ill with a streptococcal blood infection, and conducted his last concert in a fever (the programme included the world premiere of Ferruccio Busoni's Berceuse élégiaque). Returning to Europe, he was taken to Paris, where a new serum had recently been developed. He did not respond, however, and was taken back to Vienna at his request. He died there from his infection on 18 May 1911 at the age of 50, leaving his Symphony No. 10 unfinished.

Mahler's widow reported that his last word was "Mozartl" (a diminutive, corresponding to 'dear little Mozart'). He was buried, at his request, beside his daughter, in Grinzing Cemetery outside Vienna. In obedience to his last wishes, he was buried in silence, with the gravestone bearing only the name "Gustav Mahler" and a simple Jugendstil monument. Mahler's good friend Bruno Walter describes the funeral: "On 18 May 1911, he died. Next evening we laid the coffin in the cemetery at Grinzing, a storm broke and such torrents of rain fell that it was almost impossible to proceed. An immense crowd, dead silent, followed the hearse. At the moment when the coffin was lowered, the sun broke through the clouds".

Alma Mahler quotes Gustav as saying "I am thrice homeless, as a native of Bohemia in Austria, as an Austrian among Germans, and as a Jew throughout the world. Everywhere an intruder, never welcomed." However, this is astonishingly close to a remark written by Anton Rubinstein in the 1860s or 1870s, and may therefore have been adapted, for its appositeness, by Mahler (or indeed Alma).

Alma outlived Gustav by more than 50 years, and in their course, she was active in publishing material about his life and music. However, her accounts have been attacked as unreliable, false, and misleading. This became so problematic, it became known by musicologists and historians as the "Alma Problem". For example, she tampered with the couple's correspondence and, in her publications, Gustav is often portrayed more negatively than some historians might like.