While living in Montmartre, Paris near to the Moulin Rouge, Toulouse-Lautrec painted one of his best work's At the Moulin Rouge. It is an oil on canvas painting, dated between 1892 and 1895. The picture measures 48 in × 55 in. It is part of a collection at the Art Institute of Chicago. It first went on display there in December 1930. Those viewing the painting will see how the artist has been able to include many well-known people of the time. In the centre of the picture is a table on the cabaret floor. Sitting at the table is a small group of men and women. They include the entertainer La Macarona along with the writer Edouard Dujardin, the photographer Paul Sescau as well as the winemaker, Maurice Guibert. Also sitting with the group at the table and its focal point is the woman with the red-orange hair. This is the entertainer Jane Avril.

In the rest of the painting, La Goulue, a star performer at the Moulin Rouge, is in the background on the right. She is standing at a mirror, adjusting her hair. In the centre at the back is a self-portrait of Toulouse-Lautrec. He emphasises his height by painting himself beside his tall cousin. To the right of the picture in the foreground is the dancer, May Milton. Her face is bathed in a green light that is likely due to the club’s artificial light. Opened in 1889, the famous Moulin Rouge in Paris gets its name from the red windmill fixed its roof. It's also the home of the well-known can-can dance. Toulouse-Lautrec received a commission from the Moulin Rouge to create a series of posters which they used to promote the club. As a result of the commission, the Moulin Rouge always kept a seat just for him.

Being close to Toulouse-Lautrec's art studio, he was a regular visitor at the Moulin Rouge. The club was one of the most famous cabarets in Montmartre. It was a place that his favourite entertainers and his friends frequented. Using his powers of observation, he was able to capture them, as well as the club in his paintings. He produced several works connected to the Moulin Rouge. Apart from At the Moulin Rouge, other works include At the Moulin Rouge, The Dance in 1890 and the poster Moulin Rouge: La Goulue in 1891.

In his painting titled At the Moulin Rouge, Toulouse-Lautrec uses a style described as post-impressionist. It brings together impressionism with his ideas on the use of colour and lines. It was impressionist painters, such as his friend Edgar Degas, who influenced his painting style. As well as using colour to add to the atmosphere, he also made use of different lines to add to the visual drama. He uses curves in figures such as the silhouette of La Goulue fixing her hair. This contrasts with his use of the sharp diagonal lines that come from the bannister and floorboards. By using this approach, along with colour, he gives the viewer an idea of what the atmosphere was in the Moulin Rouge.

Showing people in his paintings of the Moulin Rouge, Toulouse-Lautrec's style allowed him to keep the colour and movement of the Paris nightlife. At the same time, he stripped away the glamour. When viewing crowd scenes in works such as ‘At the Moulin Rouge’ he has done this in a way that each subject appears as an individual in their own right. Toulouse-Lautrec was able to take art to a level by using it in advertising. He did this by shaping and anticipating what others sought, thereby making an impact. This comes across clearly in his various works involving posters. For example, the poster At the Moulin Rouge: La Goulue is important as it brings advertising and art together. Toulouse-Lautrec was a strong influence on modern art guiding the likes of Pablo Picasso and Andy Warhol, thus providing a foundation for Pop Art.