Mary Constance Lloyd trained at the Slade School of Fine Art under Henry Tonks, took lessons with Simon Bussy, and in 1904 studied at the Académie Colarossi, Paris. She was a friend of Gwen John and Duncan Grant, lived the rest of her life in Paris and continued exhibiting in London until 1952.

She has often been conflated with Katharine Constance Lloyd (1884–1974), leading to numerous references in the art-historical record to an artist called 'Mary Katharine Constance Lloyd'.

Elizabeth Crawford, 'One Artist – "Mary Katharine Constance Lloyd" –Dismembered to Create Two: or The Importance of Biography' in 'Woman and Her Sphere', 6th February 2023