During his travels in Spain in 1879, Sargent was mulling over a major work of art in which he could express his love of Gypsy music, dance, and picturesque costumes. On his return to Paris he set to work on a wide horizontal picture whose proportions simulated the shallow stage space of popular musical establishments. He named the painting El Jaleo to suggest the name of a dance, the jaleo de jerez, while counting on the broader meaning jaleo, which means ruckus or hubbub. The painting was exhibited at the Paris Salon of 1882 with the more explicit title El Jaleo: Danse des gitanes (Dance of the Gypsies).
Source: Trevor Fairbrother, "El Jaleo," in Eye of the Beholder, edited by Alan Chong et al. (Boston:ISGM and Beacon Press, 2003): 159.