Little details stick in your mind about people when you immerse yourself in their life for a short time.

In SJ Peploe's case, it spoke volumes to me that he hated going to his own private views and would send his wife Margaret instead.

The second detail is that in 1929, just six years away from his death, he wrote: "There is so much in mere objects, flowers, leaves, jugs, what not – colours, forms, relation – I can never see mystery coming to an end." Despite devoting four decades to exploring the possibilities and power of paint, Peploe was still searching and refining.

Samuel John Peploe (1871-1935) was the eldest of the Scottish Colourists, and the most commercially and critically successful of the four men. The others were FCB Cadell, JD Fergusson and GL Hunter. This exhibition at the Scottish National Gallery of Modern Art is the second in a series devoted to the Colourists, and follows last year's successful Cadell show. Bringing together more than 100 paintings from collections throughout the UK, it is the first large-scale retrospective of the artist's work for almost 30 years.

It seems Peploe was destined to be an artist, although according to the catalogue produced for this exhibition he toyed with being "a soldier, minister, indigo planter, lawyer and farmer". He started his training in 1891, aged 20, dividing his time between Paris and Edinburgh. Peploe was sure of his ability in a quietly knowing fashion, even being so bold as to ask Sir George Reid, president of the Royal Scottish Academy, if he'd like to be able to draw as well as him, when the older man asked Peploe when he was going to "take his art seriously".

An early admirer of Manet, he established his reputation with works such as The Coffee Pot (c.1905) and The Lobster (c.1901), painted in a manner reminiscent of Manet and the Dutch Old Masters, Frans Hals and Rembrandt Van Rijn. The former broke the record for the most expensive Scottish painting sold at auction when it went to a private collector for £937,250 last year.

Peploe is perhaps most feted for the vividly coloured series of still lifes he executed between 1918 and 1924, which include Tulips And Fruit (c.1919) and Red And Pink Roses, Oranges And Fan (c.1924). But as this survey shows, he drew influences from the febrile art scene he found in France. His landscapes of France and Scotland are highlights of this exhibition. Peploe lived in Paris as a newly married man from 1910-1912 and was among the first British painters to see and respond to avant-garde work by artists including Picasso, Matisse and Derain. Around this time, Peploe's work underwent a dramatic change, as seen in the works Boats At Royan, Charente Inferieure (c.1910) and The Luxembourg Gardens (c.1910).

He returned to Edinburgh in 1912 and lived there for the rest of his life. His new work was received with scorn in the capital, but was widely exhibited in London between 1912 and 1914. After being declared medically unfit for service during the First World War, he embarked on a period of isolated experimentation while corresponding with Fergusson and Cadell. The influence of Cezanne started to permeate his work, resulting in majestic paintings such as Dish With Apples (The Ginger Jar) (c.1918).

From 1924, Peploe developed a style characterised by a more sombre palette and rigorous technique. An interest in trees became more pronounced in paintings made at Boat of Garten and Rothiemurchus, among other Scottish locations. In 1933 he joined the staff of Edinburgh College of Art, but his health was so bad he soon had to pass his duties on to the painter William Gillies. He died in August 1935 aged 64.

As Elizabeth Cumming writes in an essay in the exhibition catalogue: "That spring he had written of tulips as having 'so many colours: orange, pink, different pinks, a strange one – pure brick red – which is my favourite; so sensitive to warmth; the tulip with the strange hot smell which seems to stir deep memories, long-forgotten cities in a desert of sand, blazing sky, sun that is a torment; mauve ones, cool and insensitive.' Despite failing health in his last two years, Peploe never lost his passion for colour and, above all, for his exploration through art of how it feels to be truly alive."

The Scottish Colourists: SJ Peploe, Scottish National Gallery of Modern Art Two, Edinburgh (0131 624 6200, www., until June 23.