Consuelo Vanderbilt, the daughter of William Kissam Vanderbilt, married Charles Spencer-Churchill, 9th Duke of Marlborough, in 1895. Renowned for her beauty and elegance, she came to epitomise the spirit of the era. Helleu executed many portraits of the Duchess, whom he met in 1900 and whose beauty captivated him. The present drawing is close in composition to a drypoint which shows the Duchess drowsing on a daybed at Blenheim Palace with her dog curled in her lap (Lumley Cazalet, London, Paul Helleu: Drypoints, 1992, no. 26). A preparatory drawing for the drypoint is in the Musée Bonnat, Bayonne (Musée Bonnat, Paul Helleu (1859-1927), January 1990, p. 32). The present drawing appears to be the first thought for the composition.