In 1903 she went to Newnham College, Cambridge. Alice Mary Stephenson, one of her sisters, had studied history at Newnham College (she became headteacher of Francis Holland School in London), and a brother, Robert, graduated from Pembroke College, Cambridge. Stephenson read Natural Sciences, taking courses in chemistry, physiology and zoology for Part I of the Natural Sciences Tripos. At this time women were still excluded from Cambridge University's chemistry and zoology laboratories; Newnham College had its own chemistry laboratory and women attended biology practicals in the Balfour Laboratory.