The title alludes to the eighteenth-century ballad Sally in Our Alley. Whistler painted several portraits of Lillie Pamington, a child model whom he employed in his London studio from 1896 to 1900. In this fluid, tonal work the artist captures the fleeting mood of an adolescent girl. This painting has also been called The Lady of Lyme Regis; in the fall of 1895 Whistler lived in Lyme Regis, Dorset, on the southwest coast of England.