lead a double life
Live as if one were two persons, usually one good and one bad. For example, They learned that his frequent travels were actually fictitious, and he was leading a double life, with a second home on the other side of town. This phrase is frequently used for a married person who establishes a second household with a lover. [Late 1800s] Also see Jekyll and Hyde.
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The American Heritage® Idioms Dictionary
Copyright © 2002, 2001, 1995 by Houghton Mifflin Harcourt Publishing Company. Published by Houghton Mifflin Harcourt Publishing Company.