In August 1918, as a conscientious objector, he joined the Friends' Ambulance Unit, serving from September 1918 with the British Red Cross in Italy.

After studying architecture at Queens' College, Cambridge, Penrose switched to painting and moved to France, where he lived from 1922 and where in 1925 he married his first wife the poet Valentine Boué.

[4] During this period he became friends with the artists Pablo Picasso, Wolfgang Paalen and Max Ernst, who would have the strongest influence on his work and most of the leading Surrealists.

[5] Penrose commissioned a sculpture from Moore for his Hampstead house; the work became the focus of a press campaign against abstract art.

He was accompanied by a group of surrealist artists; his new lover Leonora Carrington, Max Ernst, Eileen Agar, Lee Miller, Man Ray, Edouard Mesens, Paul Eluard, and Joseph Bard.

[12] As a Quaker, Penrose had been a pacifist, but after the outbreak of the Second World War he volunteered as an air raid warden and then taught military camouflage at the Home Guard training centre at Osterley Park.

[16] In 1941 Penrose wrote the Home Guard Manual of Camouflage, which provided accurate guidance on the use of texture, not only colour, especially for protection from aerial photography, which was monochrome at that time.

[16] Penrose applied for a job at the Foreign Office, but was turned down because of a perceived security risk, possibly relating to the investigation of Lee Miller by MI5.

[20][21] Penrose was a presence at the ICA for 30 years; he produced books on the works of his friends Pablo Picasso,[22] Max Ernst, Joan Miró, Man Ray and Antoni Tàpies.

Penrose and Miller bought Farley Farm House near Chiddingly, East Sussex, in 1949, where he displayed his valuable collection of modern art, and in particular the Surrealists and works by Picasso.

[23] Penrose remained close to his first wife, Valentine; they met again in London during the Second World War, and she came to live with Roland and Lee Miller for eighteen months.

Extracts from an interview between Penrose and Max Ernst can be seen in episode 5, "The Threshold of Liberty", of Robert Hughes's art-historical series The Shock of the New (1980).