Henri de Toulouse-Lautrec was inspired by the nightlife of Paris and captured it in much of his work. It was a social circle in which he felt truly accepted and also made some good friends within this community, including with some of the more famous performers around at that time. Jane Avril was one such performer, dancing at the Moulin Rouge. Whilst being part of a larger overall show, the artist liked to capture her on her own within his work, underlining her own particular significance.

She would appear again in two of his most impressive artworks, Le Divan Japonais and also Le Jardin de Paris. His own work helped advertise both the shows in which she starred, but also helped to build her own individual reputation as a dancer and entertainer. The club and cabaret scene in Paris was particularly strong at that time and successful artists would not need to venture out of the city to make ends meet.

This painting differs from the artist's trademark posters, where detail is limited to silhouettes of colour to produce different figurative portraits. In this work he goes into great detail on her clothing and facial features. The background is left unfinished, perhaps suggesting that it was a study piece for a larger commission. Toulouse-Lautrec himself produced hundreds of artworks across his career, including drawings and paintings across different mediums.