This work, Self-Portrait of the Artist on a Grey Cob, is unique in Munnings' oeuvre, being his only known equestrian self-portrait. He depicts himself riding his favourite dapple-grey mare, The Duchess, accompanied by two dogs, across a landscape bathed in a late afternoon light. In the first volume of his autobiography, in a chapter entitled 'I Seek a Grey in Ireland', Munnings describes how after a successful exhibition at the Leicester Galleries in London, in the spring of 1913, he travelled to Ireland with his friend, Dick Bullard, to buy a grey mare for himself to hunt in Cornwall.
The pair travelled over together and visited a well-known Dublin horse dealer, John Milady, who Munnings describes with his 'silver-grey hair and large, smooth, Irish face, he would have passed for a judge or, better still, a bishop' (see A.J. Munnings, An Artist's Life, Bungay, 1950, p. 282). Although Bullard bought various horses from Milady at Dublin, Munnings could not find one for himself. They next visited the famous horsefair at Mullingar where Munnings caught a bad chill and the friends were forced to share a double bed above a butcher's shop, due to a lack of accommodation.
The one grey that Munnings and Bullard did like at Mullingar sold for the high price of two hundred and fifty guineas. Munnings then describes how he came to finally acquire the grey mare, The Duchess, which he depicts himself riding in Self-Portrait of the Artist on a Grey Cob: 'In Dublin a few days later, after another night session at Milady's and having studied the catalogue for Mr. Sewell's Sale which was to take place on the following morning, Mr. Milady marked one or two lots which might be worth looking at. The next day [The Duchess] described as "grey mare, 15.2 hands, six years old", put into the sale by the executors of a late judge who had driven her in his brougham, was bought for me by Milady for thirty-three guineas' (ibid., p. 283).
Returning to Cornwall, Munnings immediately put the horse to good use, riding her back from the train station at Penzance to Lamorna where his groom, Ned, was waiting. Munnings used the horse both for hunting and as a model. He executed a study of The Duchess (Sir Alfred Munnings Art Museum), at Lamorna which he used as the basis for the present work. Painted in a late afternoon light at a place on the moors called the Red House, it remained in the artist's possession and hung in the library at Castle House.