As a New Woman writer Cholmondeley is increasingly celebrated for her commitment to depicting the inner or domestic life of women, and the obstacles they face in a patriarchal society. While her most famous novel, Red Pottage, was not widely identified with the then notorious New Woman school of fiction on its first publication in 1899, it has since been recognized as an important example of the genre, largely because of its intense scrutiny of the choices open to women at the end of the century. Nonetheless, while the novel features a female writer of immense determination, and a second heroine characterized by her independence and further identified by her devotion to bicycle riding, neither Red Pottage nor any other of Cholmondeley's fin-de-siècle novels is straightforwardly feminist in intent. In fact while Red Pottage makes one approving reference to the figure of the New Woman, it also attacks the attempts of women to ‘compete’ with men in the workplace, and the play version Cholmondeley wrote a few years later makes a highly disparaging remark about women's meetings.

In the first years of the twentieth century Cholmondeley formed two important friendships with feminist women, Flora Lugard and Mary Lyttelton, and in 1904 she confessed to a friend that ‘several earnest women have besought me not “to drag down my own sex” again in my stories’ (rather an unjust criticism in fact). Such influence is discernible in ‘Votes for Men’, first published in 1909, which makes specific allusion to Sarah Grand's idea of the ‘bawling brotherhood’. Placed in the later context of the short story collection The Romance of His Life, this suggestive allusion subtly directs the reader's attention to the feminist undertow of the other stories featured with it. In a notable departure from Red Pottage, Cholmondeley would also begin in these years to locate virtue in the socially outcast, rather than in those who try to help them.