Her mother was a writer, who dedicated her 1905 utopian novel to Nena and her sisters Bertha and Kathleen, calling them "three of America's best daughters".

[10][11] In 1906 Blake appeared in a revue with dancers called the Bronco Beauties; she shared the bill with Ruth St. Denis performing Radha.

[12] In 1913 and 1914, she starred in a comedy by James Montgomery, Ready Money, in a touring company that played across the United States,[13] including runs in San Francisco and New York.

[20] In 1905 a wealthy banker and mine owner from Montana, Michael Sellers Largey,[23] took a personal interest in Blake, and spent extravagantly to help her career, but she refused his repeated proposals of marriage.

[24][25] In 1909, she organized the Dowry Fund Protection Association for actresses, to remove the temptation to marry wealthy men entirely for financial reasons.