Renoir portrayed the 2 daughters of the banker Louis Raphaël Cahen d'Anvers, the blonde, Elisabeth, born in December 1874, and the younger, Alice, in February 1876, when they were respectively six
and five years old. The artist produced many portraits for the families of the Parisian Jewish community at the time, and Louis Cahen d'Anvers, married to Louise de Morpurgo, descendant of a rich
family from Trieste, was one of the most wealthy.
Renoir was commissioned to paint many portraits for this family, which he had met through the collector Charles Ephrussi, proprietor of the Gazette des Beaux-Arts, and the idea was to make individual portraits of each daughter. Renoir portrayed the couple's oldest daughter, Irene, in a painting nowadays conserved at the Foundation E.G. Bührle, in Zürich. Afterwards, the family decided that the other two sisters would be painted together.
According to Camesasca, there were many sitting sessions until the end of February 1881, after what Renoir went to Algiers. After some decades, the youngest of the models would remember that "the boredom of the sitting sessions was recompensed by the pleasure of wearing the elegant lace dress".