In April 1904, Picasso returned to Paris, to the dilapidated maze of cheap artists' studios in the building called the Bateau-Lavoir ("Laundry Boat"). This was the end of his shuttling between Spain and Paris; he had made his decision. He remained in his Blue Period for a little longer, but, as Gertrude Stein later wrote, "Staying longer in France this time, he was seduced by French gaiety, he painted in pink and called this his Pink Period...In actual fact, there was also some blue in this period, but the characteristics were pink rather than blue." A piece from 1905, "Harlequin's Family with an Ape," shows him in transition. His subjects were often circus people, especially harlequins.

Picasso began making all the right connections. In autumn, 1904, he met Guillaume Apollinaire and, beginning a celebrated career as a womanizer, he struck up an affair with Fernande Olivier. As she described him later, during this time "[t]here was nothing very seductive about him when you didn't really know him; nevertheless, his strange insistent look demanded your attention. You could not quite situate him socially, but this radiance, this inner fire that you felt in him gave off a kind of magnetism." He also met the brother-and-sister pair Leo and Gertrude Stein, who became two of Picasso's most important patrons.

The Steins also supported Henri Matisse, who, with his fellow Fauvists, shocked the public at their debut at the Salon d'Automne of 1905 with their seductively bright and free colors and willfully crude technique. The Fauvists were never an organized movement with manifestos and programs; as one Fauvist said, "One can talk about the Impressionist school, because they held certain principles. For us there was nothing like that; we merely thought their colors were a bit dull." While the Fauvist experiment had no direct impact on Picasso's work, its vision of the artist as wild–the French word "fauve" means "wild beast"–resonated with him. The cheerful savagery of the paint's application in a piece like Matisse's "The Open Window, Collioure," suggested a kind of liberation of vision by an artist gone willfully wild.

The same Salon d'Automne included a room dedicated to Paul Cézanne, to whose work Picasso's line of thought over the next few years was most directly indebted. In his development of Cubism, Picasso would extend a chain of questions that Cézanne had begun. At this point, Cézanne was nearing the end of his career; he would die the next year. His achievement, which Picasso studied and absorbed, was to break down the system of pictorial space that had developed in the Renaissance and dominated European painting ever since. In the Renaissance, artists invented the mathematical system of one-point perspective, a precise model for organizing and rendering space so as to make the flat surface of the painting appear three-dimensional. The ideal was for a painting to seem to be a window, looking out onto a section of reality. But Cézanne and other French painters towards the end of the nineteenth century wanted to remember that a painting is a painting, not a window. In a statement that became one of the great slogans of modernist painting, an 1890 manifesto articulated: "a picture–before being a warhorse, a nude woman, or some sort of anecdote–is essentially a surface covered with colors arranged in a certain order." Instead of trying to conjure the illusion of three dimensions, avant-garde paintings began to try to remind the viewer of their own flatness.

Cézanne in particular wanted to paint the process, rather than the result, of vision. His gaze was questioning; when he painted, each flicker, shift, and hesitation of the eye was captured, rather than the schematics of an immediately unified and stable view. Multiple angles of the same object are present at once; the eye moves around, instead of being perfectly fixed as implied by one- point perspective. The impact of photography on painting is important in understanding why painters began, at this time, to strive to get away from illusionistic depictions of reality: when photography first became popular, in the 1840s and '50s, many predicted that it would put all the painters out of work; the prediction proved false–photography did not render painters redundant–but the new media did force painters to redefine the purpose of painting. Now that a mechanical device had usurped the task of making copies of objective reality, of making "realistic" and exact portraits and landscapes, painters surrendered this territory, exploring instead a subjective vision. Illusion could no longer be their goal.