Joanna Baillie's first book of poems had been published anonymously in 1790, but it received only one review and hardly any sales, and she left London to spend a year in Scotland. As her brother Matthew Baillie had married Sophia Denman in 1791 and moved to a more prestigious address in Lower Grosvenor Street, on her return from Scotland Joanna, her sister Agnes and their mother moved away. They stayed in various places, including Sunbury in Surrey, Hyde in Kent, and Maldon and Colchester in Essex, and usually spent a few weeks each spring in Great Windmill Street. They may have visited Anne from time to time, or even lived with her for a while, before settling in Red Lion Hill, Hampstead (now Rosslyn Hill) in or shortly before 1799. The publication in 1798 of the first volume of Joanna's A Series of Plays: in which it is attempted to delineate the stronger passions of the mind—each passion being the subject of a tragedy and a comedy excited much interest, not least in the identity of its anonymous author. As it was dedicated to Matthew Baillie, suspicion fell on Anne as the ‘accomplished widow’ of Matthew's uncle, John Hunter. No one dreamt of Matthew's sister Joanna. The second edition of 1799 was also anonymous, but the third, in 1800, had Joanna's name on the title page. Mrs Piozzi wrote in a letter of 4 June 1800: ‘Miss Bayley, a lady who lives with Mrs John Hunter, and is related to her; has at length modestly owned herself author of a drama that every one would have been most happy to have written’.

In the late eighteenth century many more poems by women than men were published. Some female poets, like Mary Robinson and Anna Aikin, used their own names (or various pseudonyms) and some published anonymously, but others, including Maria Edgeworth, preferred to send their verses to friends and relatives, who sometimes copied them into commonplace books. Amongst those to whom Anne sent drafts of her verses were Joanna Baillie and Matthew Baillie's wife Sophia in London, and Lord Monboddo and, as we have already seen, Dr Gregory in Edinburgh.