Window on the Bay of Villefranche was purchased at the opening of the 1925 Carnegie International by Arthur S. Dayton of Charleston, West Virginia. Ecstatic at his good fortune in acquiring the first prize winner at the exhibit, Dayton proudly watched as critics raved about the work in popular art magazines. The painting was praised for its demonstration of technical prowess, seen in the high range of colors, the complex linear forms, and the combination of both interior and exterior light.
Le Sidaner, in a letter to Dayton following the exhibition, said that he had composed the work in his hotel room overlooking the bay in the small coastal town near Nice, and that he had utilized a similar vantage point in other paintings. Like many of the post-impressionist artists, Le Sidaner did not paint directly from the scene, but studied and sketched its composition carefully before completing the work in his studio.