Keun was the daughter of Gustave Henri Keun, at the time first dragoman and secretary of the Dutch consulate in the Ottoman Empire, and his second wife, Helene Lauro, who was of Italian/Greek ancestry. When her father died in 1902, the family was left in relatively impoverished state. She became rebellious and her mother sent her to a Ursuline boarding school in the Netherlands. After three years she had decided to become a nun and moved to a Dominican monastery in Tours. She resigned two years later and started to travel extensively. In 1920, she travelled on horseback through the newly and briefly independent country of Georgia. She wrote about this trip and her affair with a Georgian prince in her book Au Pays de la Toison d’Or (1924). In late spring 1921, while staying with friends in Istanbul and two days before she would have travelled to Batum, she was arrested by the British military police, extrajudicially and presumably for her socialist leanings, and was deported to Sebastopol in Russia. For three months she endured the abuses of the Cheka, before she was let go to Tbilisi. She wrote about her arrest and experiences in Russia in Sous Lénine. Notes d’une femme déporté en Russie par les Anglais (Paris 1922).
Between 1924 and 1933 Keun was the partner of H.G. Wells, with whom she lived in Lou Pidou, a house they built together in Grasse, France. Wells, who was 22 years her elder, dedicated his longest book (The World of William Clissold) to her. Later she worked as secretary at the consul-general in the United States. In her 1937 book A Foreigner Looks at the TVA, she describes the organization of George W. Norris's Tennessee Valley Authority as "the way in which a participatory liberal democracy could embrace modernization, to parry the influence of Fascist and Communist models of development, while avoiding the perils of statism." Since 1939 Keun lived in England, first in London, from 1941 in Torquay, and eventually in Worthing, West Sussex.
In her time, Odette was an established and recognized author, with a long list of publications. These include:
- Les Maisons sur le Sable (Sansot), 1914
- Mesdemoiselles Daisne de Constantinople (Sansot), 1917
- Les Oasis dans la Montagne (Calmann-Lévy), 1920
- Une Femme Moderne (Flammarion), 1921
- Sous Lénine; notes d'une femme déportée en Russie par les Anglais (Flammarion), 1922
- My Adventures in Bolshevik Russia (Bodley Head), 1923 (English translation by the author)
- Au Pays de la Toison d’Or (Flammarion)
- In the Land of the Golden Fleece, through independent menchevist Georgia (Bodley Head) 1924 (English translation by Jessiman)
- The Man Who Never Understood (Bodley Head) (published anonymously)
- Prince Tariel: a story of Georgia (Cape), 1925
- Prins Tariel (Dutch translation by V.d.Horst) (Arbeiderspers), 1926
- Le Prince Tariel (French translation by. Fouret) (Malfère), 1927
- La Capitulation (Malfère), 1929
- Dans l'Aurès inconnu: soleil, pierres et guelâas (Malfère), 1930
- A Foreigner Looks at the British Sudan (Faber & Faber)
- I Discover the English (Bodley Head), 1934
- Darkness from the North (Brinton), 1935
- A Foreigner Looks at the TVA (Longmans & Co), 1937
- I Think Aloud in America (Longmans & Co), 1939
- And Hell Followed ... A European ally interprets the war for ordinary people like herself (Constable & Co), 1942
- Trumpets Bray (Constable & Co), 1943
- Continental Stakes; Marshes of Invasion, Valley of Conquest and Peninsula of Chaos (Br. Cont. Syndicate), 1944
- Soliloquy on some Matters of Interest to the Author (Keun), 1960
- Monique Reintjes, Odette Keun (1888-1978), Chapter 1, 2000, ISBN 9080548316
- Ruud Beeldsnijder, Odette keun. Een Nederlands socialiste in het revolutionaire Rusland (in Dutch)
- Kevin Dixon, Odette Keun, HG Wells and the Third Way, The PRSD, July 20, 2104.
- David Ekbladh, Meeting the Challenge from Totalitarianism: The Tennessee Valley Authority as a Global Model for Liberal Development, 1933–1945, International History Review, v. 32, pp 47-67, 2010
- Reintjes, Monique (2004). Odette Keun (1888 -1978). Tbilisi, Georgia.
- Google Books. Prince Tariel. Retrieved 2 September 2014.