Beginning in 1903, she worked as a travel writer for the Daily Graphic and The Times, leading her to move to the Territory of Papua, where she served as the informal publicist of Lieutenant Governor Hubert Murray.

Grimshaw defied her parents' expectations to marry or become a teacher, instead working for various shipping companies including as a publicist for the Cunard Line.

She then took over the magazine's sister publication, the Social Review, which she edited until 1903, publishing a range of content including poems, dialogues, short stories, and two serialised novels under a pen name.

[7] Grimshaw had a keen sense for adventure and joined exploration parties into the jungle and up the Sepik and Fly Rivers, and, in 1933, she established a tobacco plantation with her brother Ramsay.

[8] In 1907, she published two non-fiction books detailing her experiences, From Fiji to the Cannibal Islands and In the Strange South Seas, illustrated with her own photographs.

[8] Grimshaw also explored other genres such as crime fiction with works including Murder in Paradise and The Missing Blondes, and supernatural themes such as witch doctors The Sorcerer's Stone and ghosts in several of her short stories.