In 1919, Parsons married Schuyler Livingston Parsons, an affluent, New York City socialite ten years her senior. Her family hoped that Parsons would settle down into a conventional lifestyle, but the couple divorced in Paris only three years later on the grounds of incompatibility. Parsons remained in Paris and enrolled in the Académie de la Grande Chaumière, where she studied under the sculptors Émile-Antoine Bourdelle (formerly an assistant to Auguste Rodin) and Ossip Zadkine. In the summers, she studied painting with Arthur Lindsey on the coast of Brittany. She bought a small house in Montparnasse where she lived with English artist Adge Baker, with whom she had a romantic relationship. The two separated in 1932 but remained lifelong friends.