Lasker held short-term positions as a mathematics lecturer at Tulane University in New Orleans (1893) and Victoria University in Manchester (1901; Victoria University was one of the "parents" of the current University of Manchester). However he was unable to secure a longer-term position, and pursued his scholarly interests independently.

In 1906 Lasker published a booklet titled Kampf (Struggle), in which he attempted to create a general theory of all competitive activities, including chess, business and war. He produced two other books which are generally categorized as philosophy, Das Begreifen der Welt (Comprehending the World; 1913) and Die Philosophie des Unvollendbar (The Philosophy of the Unattainable; 1918).

In 1896–1897 Lasker published his book Common Sense in Chess, based on lectures he had given in London in 1895.

Position after 1. e4 e5 2. f4 exf4 3. Nf3 g5 4. h4 g4 5. Ne5 Nf6 6. Bc4 d5 7. exd5 Bd6 8. O-O — White sacrifices the Knight on e5, in order to get his King to safety and enable a Rook to join the attack against the under-developed Black position.

In 1903, Lasker played in Ostend against Mikhail Chigorin, a six-game match that was sponsored by the wealthy lawyer and industrialist Isaac Rice in order to test the Rice Gambit. Lasker narrowly lost the match. Three years later Lasker became secretary of the Rice Gambit Association, founded by Rice in order to promote the Rice Gambit, and in 1907 Lasker quoted with approval Rice's views on the convergence of chess and military strategy.

In November 1904, Lasker founded Lasker's Chess Magazine, which ran until 1909.

For a short time in 1906 Emanuel Lasker was interested in the strategy game Go, but soon returned to chess. Curiously he was introduced to the game by his namesake Edward Lasker, who wrote a successful book Go and Go-Moku in 1934.

At the age of 42, in July 1911, Lasker married Martha Cohn (née Bamberger), a rich widow who was a year older than Lasker and already a grandmother. They lived in Berlin.

Martha Cohn wrote popular stories under the pseudonym "L. Marco".