Denis was accepted as a student at one of the most prestigious Paris schools, the Lycée Condorcet, where he excelled at philosophy. However, he decided to leave the school at the end of 1887 and in 1888 enrolled in Académie Julian to prepare for the entrance examination to the École des Beaux-Arts in Paris. There he studied with the painter and theorist Jules Joseph Lefebvre. He passed the entrance examination for the Beaux-Arts in July 1888, and passed another examination in November to receive his baccalaureate in philosophy.