Pegeen Jezebel Margaret Vail was born on August 18, 1925, in Ouchy, Switzerland, the daughter of Peggy Guggenheim and the painter Laurence Vail. She spent her childhood with her family in France, attending the bilingual school in Neully. When her parents separated, she followed her mother to Paris and then, at the beginning of the 1930s, to Wales. Pegeen showed a particular talent for art and was encouraged by her meetings with the artists who exhibited at Guggenheim Jeune, the London gallery belonging to her mother. In the summer of 1938, aged twelve, she exchanged work with the Surrealist painter Yves Tanguy. In the autumn of that year she took part in the show Exhibition of Paintings and Drawings by Children, curated by Peggy for the launch of the gallery’s second season.

Back in France in 1940, Pegeen attended a school for expatriots outside Paris and the following year she moved to New York where she enrolled in the Lenox School, annexed to the prestigious Finch Junior College. Meanwhile she continued to paint, participating in the 1943 show Exhibition by 31 Women, which was held at her mother’s New York gallery, Art of This Century. Following a trip to Mexico that summer, she returned to New York, where she gave up the idea of pursuing her studies and began a relationship with the artist Jean Hélion, who she later married. In 1945, she participated in a second show devoted by Peggy to women artist entitled The Women at Art of This Century. The next year she had her first solo exhibition at the gallery, showing oil paintings, drawings, and gouaches that depicted scenes populated with doll-like figures, rendered in a naïf style.

In the mid 1950s she moved to her mother’s Venetian palace and set up her studio in the basement. In 1957 she accompanied Peggy Guggenheim to London for the opening of one of Francis Bacon’s shows at the Hanover Gallery where she met the artist Ralph Rumney. She married Rumney the following year and together they moved first to the Île Saint-Louis in Paris and then to Venice. At the beginning of the 1960s she met Egidio Costantini, who ‘translated’ her drawings into glass sculptures, and in the winter of 1966 she held several exhibitions in Canada, Stockholm and Philadelphia. She died in Paris on March 1, 1967.