A multi-faceted figure, Penrose was an author and collage artist of surrealist inspiration. Her art reflected the experience of automatic writing and was clearly attuned to that of French poet Paul Éluard. Her collages and paintings display the use of the frottage and fumage techniques, also used by Max Ernst and Salvador Dalí, among others. Also echoing in her art are traces of then-nascent psychoanalysis, whether in the exotic landscape of Victorian inspiration or in the French Symbolism influence.