Returning to New York after three years in Paris, he again studied at the Art Students League and became president of the League in 1909–10. Two years later, while summering in the family summer home at York Harbor, he began painting with Charles Woodbury in Ogunquit, Maine. Woodbury had started summer school in 1898 and it ran until 1940 with a hiatus from 1917–24. In his school, Woodbury taught people of all ages and all levels of skill, a very revolutionary idea at the time. Woodbury was a brilliant teacher as well as a most accomplished artist in his right. He taught his pupils that you don’t draw what you see of the wave—you draw what it does. Despite Cheney’s close association with Woodbury, Cheney himself seldom painted the sea by itself and only in his earliest impressionist mode depicted a landscape without people or houses. It was said that Woodbury painted with verbs; if this is true, then it can be said that Cheney painted with nouns. Cheney’s paintings have a sense of place rather than movement. He loved the tactile properties of still lifes and his landscapes have an atmospheric stillness with few scudding clouds.

Woodbury stayed in touch with Cheney and later, when Cheney was living in Kittery, came over occasionally to critique his work. On one visit in 1929, he told Cheney that his color was his weak point. Woodbury told him that he “had a weakness for cold greens in sunlight, which gave the effect of light alright, but an electrical brilliance not of the sun.” Cheney appreciated such factual criticism.

In 1916, Cheney set up his studio in a barn on his parents’ estate in South Manchester. This studio was positively palatial with shelves of leather-bound books and an oriental rug on the floor—far removed (too far perhaps) from the gritty realism of the New York art scene. In 1920 a visiting reporter described it as:

situated in a secluded spot on the large and beautiful Cheney estate. Tall pine trees are clustered about the entrance; the pathway leading to it is covered with a heavy carpet of pine needles. While it is secluded it is not separated from life there but is an essential part of it…In a large fireplace hickory logs burned merrily and sent forth a ruddy glow which rouged the faces of Mr. Cheney and his visitor as they stood before it. It was unnecessary to explain that this was an artist’s workshop. There were paintings everywhere. They were hung in frames on the walls. They rested in racks about the room. They stood end on end and side by side on the floor, their backs resting against the walls. And from a darkened corner of the large and spacious room, one caught the glint of a cluster of marigolds and later discovered they were resting placidly upon canvas.

Cheney's Friend, Phelps Putnam

Shortly after establishing his studio in Manchester, Cheney was diagnosed with tuberculosis, a disease that had already claimed the lives of a brother and a sister. Sent out to a sanatorium in Colorado Springs, Cheney was to spend nearly two years in bed. He spent a lot of his time absorbing a book of Cezanne reproductions and said he really learned about space and mass for the first time. When his Yale friend Phelps Putnam, suffering badly from asthma, joined him at the sanatorium, Cheney was buoyed in his isolation. Together they read the first volumes of Robert Frost’s and T.S. Eliot’s poetry and James Joyce’s Portrait of the Artist as a Young Man.