Born into a wealthy New York family, Stettheimer studied at the Art Students League before obtaining further training in Munich and Paris during a fifteen-year European sojourn. Upon the outbreak of World War I, her family returned to New York and quickly came to dominate the city’s progressive art circles. The Stettheimer salon drew the major avant-garde figures in the twenties and thirties, including Marcel Duchamp, Elie Nadelman, and Carl Van Vechten.
At this time, Stettheimer moved away from conventional academic practice to develop her own self-consciously “naïve” modernism of simple forms and vivid colors, derived from both European and Asian sources. In a series of conversation-piece portraits, Stettheimer depicted her friends and family with a wry intimacy and warmth. "Picnic at Bedford Hills" portrays the Stettheimer sisters relaxing with Nadelman and Duchamp in a vibrant landscape, while laborers plow the neighboring field.