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In her all too brief career, Lili Boulanger (1893–1918) composed a number of works for which there is proof they existed but which have now disappeared. One of these missing pieces, Marche gaie , resurfaced in 2011 in a private collection in North Carolina; the owners of the manuscript are the grandchildren of the work’s dedicatee. As Marche gaie was registered with SACEM as a work for chamber orchestra in 1916, we can assume the work was composed in that year. While the manuscript is in an unknown hand, there is musical and circumstantial evidence which, combined with testimony from the family, provides compelling evidence that this is a missing work by Lili Boulanger. The piece is just under four minutes in duration and has been arranged for piano from the short-score manuscript by the author of this article. The article explores the background of the work’s dedicatee, Jeanne Leygues, focusing on her family’s artistic and political connections. Her marriage to an American who fought in the French Foreign Legion in World War I explains why the score of Marche gaie was discovered in North Carolina. The work’s position in Lili Boulanger’s output is considered; it shows the influences of Faure and Chabrier, and is stylistically linked to other short occasional pieces composed by her. A musical quotation (Boulanger was fond of quotation and allusion in her works) shows that the piece must have been composed as a wedding present.