Penelope Judith Millar studied at the University of Auckland’s Elam School of Fine Arts, graduating with a Bachelor of Fine Arts in 1979 and a Master of Fine Arts in 1980. In 1991, she undertook postgraduate studies at the Academia Albertina, Turin, Italy. Her work was selected for A Very Peculiar Practice (1995), an important survey of contemporary painting at what is today City Gallery Wellington Te Whare Toi.