She was encouraged as a performer by her mother, who, according to West, always thought that anything Mae did was fantastic. Other family members were less encouraging, including an aunt and her paternal grandmother. They are all reported as having disapproved of her career and her choices.  In 1918, after exiting several high-profile revues, West finally got her break in the Shubert Brothers revue Sometime, opposite Ed Wynn. Her character Mayme danced the shimmy and her photograph appeared on an edition of the sheet music for the popular number “Ev’rybody Shimmies Now”.

Eventually, she began writing her own risqué plays using the pen name Jane Mast. Her first starring role on Broadway was in a 1926 play she entitled Sex, which she wrote, produced, and directed. Although critics panned the show, ticket sales were good. The production did not go over well with city officials, and the theater was raided, with West arrested along with the cast. She was taken to the Jefferson Market Court House, (now Jefferson Market Library) where she was prosecuted on morals charges and, on April 19, 1927, was sentenced to ten days for “corrupting the morals of youth.”

While incarcerated on Welfare Island (now known as Roosevelt Island), she dined with the warden and his wife; she told reporters that she had worn her silk panties while serving time.She served eight days with two days off for good behavior. Media attention surrounding the incident enhanced her career.