Saunders exhibited in the Twentieth Century Art exhibition at the Whitechapel Gallery in 1914, one of the first British artists to work in a nonfigurative style. In 1915 she became associated with the Vorticists, signing their manifesto in the first edition of the literary magazine "BLAST" and contributing to their inaugural exhibition. She and Jessica Dismorr were the only female members. Saunders was fluent in both French and German and during World War I worked in the office of the United Kingdom Government Censor.