This is not the same gallery as the identically named Marlborough Gallery run by Martin Henry Colnaghi at 53 Pall Mall between 1887 and 1903. Anna Gruetzner Robins notes that this was the new gallery of R. Meyer-See, who had been the manager of the Sackville Gallery when the 1912 Futurist show was exhibited (179).
Address: 34 Duke St, St James's
Start Date: by 1913
End Date: at least 1913
The futurist painter Severini exhibits his latest work: Marlborough Gallery (April 1913) [NAL]
Robins, Anna Gruetzner. Modern Art in Britain 1910-1914. London: Merrell Holbertson in association with Barbican Art Gallery, 1997.