Penrose was born in London into a well-to-do artistic family. He moved to France in 1922 where he was subsequently introduced to members of the surrealist group, and also to Picasso, who became a good friend. During the 1930s Penrose formed the finest private collection of cubist and surrealist art ever to be assembled in Britain. More than thirty items from his collection, as well as his library and archive now belong to the Scottish National Gallery of Modern Art. Penrose was a prolific artist and a founder member of the English Surrealist Group. He produced innovative collages using picture postcards as well as drawings and paintings. Penrose was also a key figure in the British art world, promoting the cause of modern art in the books he wrote, exhibitions he curated and in co-founding the Institute of Contemporary Arts in London.