Together with Margaret Anderson, her friend and business partner (who for some years was also her lover), she edited the celebrated literary magazine The Little Review, which published an extraordinary collection of modern American, English and Irish writers between 1914 and 1929.

Although her work in the published magazine was relatively low profile (she signed her pieces simply "jh"), she was a bold and creative force behind the scenes.

The magazine's most published poet was New York dadaist Baroness Elsa von Freytag-Loringhoven, with whom Heap became friends on the basis of their shared confrontational feminist and artistic agendas.

[5] Other notable contributors included Sherwood Anderson, André Breton, Jean Cocteau, Malcolm Cowley, Marcel Duchamp, Ford Madox Ford, Emma Goldman, Vachel Lindsay, Amy Lowell, Francis Picabia, Carl Sandburg, Gertrude Stein, Wallace Stevens, Arthur Waley, and William Carlos Williams.

Although the obscenity trial was ostensibly about Ulysses, Irene Gammel argues that The Little Review came under attack for its overall subversive tone and, in particular, its publication of Elsa von Freytag-Loringhoven's sexually explicit poetry and outspoken defense of Joyce.

Following the trial, Heap became the main editor of the magazine, taking over from Anderson, and introducing brightly coloured covers and experimental poetry from surrealists and Dadaists.

Her study group became very popular with certain sections of the London avant-garde, and after the war its students included the future theatre producer and director, Peter Brook.