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La Fresnaye was born in Le Mans where his father, an officer in the French army, was temporarily stationed. The La Fresnayes were an aristocratic family whose ancestral home, the Château de La Fresnaye, is in Falaise.

From 1903 to 1909 Roger Fresnaye studied at the Académie Julian, the École des Beaux-Arts, and the Ranson Academy in Paris. From 1908 he studied at the Académie Ranson under Maurice Denis and Paul Sérusier, whose joint influence is evident in early works such as Woman with Chrysanthemums, 1909. This demonstrates the dreamlike symbolist ambience and stylistic character of work by the Les Nabis group.

In his early work he was influenced by the Symbolist paintings of Maurice Denis (who was his teacher at the Ranson Academy), but about 1910 La Fresnaye developed an interest in Cubism. From 1912 to 1914 he was a member of the Section d’Or, a Cubist association that met regularly at the studio of the painter Jacques Villon.

Although La Fresnaye incorporated Cubist techniques into his paintings, he retained a naturalistic style, never fully embracing the radical analysis of form employed by Georges Braque and Pablo Picasso. La Fresnaye’s sensitivity to colour gave his Cubism an unorthodox sensuousness. He was influenced by the French painter Robert Delaunay’s Orphist style, a strain of Cubism that emphasized lyricism and colour. La Fresnaye employed colourful prismatic shapes reminiscent of Orphism in works such as The Conquest of the Air (1913), but unlike Delaunay’s abstract compositions, La Fresnaye’s images are representational.

He was influenced by Georges Braque and Pablo Picasso, but his work has a more decorative than structural feel and his prismatic colours reflect the influence of Robert Delaunay. He was a member of the Puteaux Group, an orphist offshoot of cubism led by Jacques Villon. His most famous work is The Conquest of the Air, 1913, which depicts himself and his brother outdoors with a balloon in the background.

La Fresnaye enlisted in the French army in World War I but contracted tuberculosis and was discharged in 1918. After being discharged from the French army in 1918, La Fresnaye went to the south of France to recover. There he continued to draw and paint in watercolour; he still worked with Cubist techniques, but he increasingly emphasized colour and emotion.

His health deteriorated rapidly after the war. He never recovered the physical energy to undertake sustained work. In the later paintings that he did create, he abandoned cubist spatial analysis for a more linear style. He ceased painting in 1922 but continued to draw.

De la Fresnaye died in Grasse in 1925 at the age of 40.

On March 24, 2017, a new record was established for a work by De la Frensaye at auction when “La conquête de l’air, avec deux personnages” sold for €2,370,500 at Christie’s in Paris.