Banine emigrated to France in 1923 following her father, a former minister in the government of the Azerbaijan Democratic Republic (dec. 1918-April 1920). She moved to Istanbul where she abandoned her husband whom she had been forced to marry at the age of fifteen and then fled to Paris. There, after many years, literary acquaintances, including Montherlant, Kazantzakis, and Malraux urged her to publish. Banine dedicated her later life to introducing the history and culture of Azerbaijan to France and Europe. Her most famous writings are "Caucasian days" and "Parisian days". Banine, who was the friend of the German writer Ernst Jünger and Russian Ivan Bunin, tells about her conversion to Catholicism in her books.
Before her death, Banin published several articles about the situation in Azerbaijan. She died in October 1992. Her obituary in the newspaper Le Figaro called her "one of those personages of La vie romanesque who traverse a century, attracting like a lodestone all the singular figures of their times".