On returning to New York Miller set up her own studio working in fashion, advertising and celebrity portraiture. In the 1930s she documented her travels to Egypt and Romania whilst spending summers in Europe with her Surrealist friends.

In 1940 she became a freelance photographer for 'Vogue' and later war correspondent. She was the only woman in combat photojournalism in Europe during the Second World War. The magazine published Miller's searing dispatches including reports on the Liberation of Paris, the siege of St Malo, the death camps in Dachau and Buchenwald and the banality of Hitler's apartment in Munich. After the war Miller married Roland Penrose and returned to portraiture, concluding her career with a humorous series titled 'Working Guests' photographing famous artists, including Picasso, on their farm in Sussex.