Ms. Saye, 24, lived on the 20th floor of the tower block in North Kensington with her mother, Mary Mendy.
It is feared both lost their lives when the inferno tore through the building in the early hours of Wednesday (June 14).
The disaster is all the more tragic because Ms. Saye was on the cusp of success as an artist. The Venice Biennale is one of the biggest events in the contemporary art calendar and to be included in an exhibition there is considered a major accolade, especially for an artist who is only 24.
It's been a real journey, but mama, I'm an artist exhibiting in Venice and the blessings are abundant! pic.twitter.com/FkH4cjLjYa— Khadija Saye (@Saye_Photo) 10 May 2017
She worked closely with Nicola Green, another artist, whose husband is Labour MP David Lammy. He tweeted a desperate appeal for information on Wednesday but she is still missing and the authorities say there is no prospect of finding any more survivors in the tower.
People have lost everything — their homes, their possessions. They only have the clothes on their backs. They will need help and support.— David Lammy (@DavidLammy) June 15, 2017
Ms. Saye, a photographer, specialized in wet plate collodion tintypes, which produced dramatic and haunting images.
Her latest work, which is currently on display at the Diaspora Pavilion in Venice, "explores the migration of traditional Gambian spiritual practices and the deep rooted urge to find solace within a higher power."
In the exhibition brochure, it says: "The series was created out of the artist's personal need for spiritual grounding after experiencing trauma."
It goes on to say: "This work is based on the search for what gives meaning to our lives and what we hold onto in times of despair and life changing challenges. We exist in the marriage of physical and spiritual remembrance. It is in these spaces that we identify with our physical and imagined bodies.
"Using herself as the subject, Saye felt it was necessary to physically explore how trauma is embodied in the black experience."
Among the messages on Ms. Saye's Facebook page today is one from a friend, Igor Boss, who wrote:
The fire ripped through the tower block just after midnight, when most of the residents were sleeping.
Witnesses said it seemed to be spread by the plastic cladding on the side of the building and those residents in the upper floors of the 24 story building stood little chance of surviving.
The death toll currently lies at 17 but many people remain missing. Among the missing are Jessica Urbano Ramirez, 12, Mariem Elgwahry, 27, who lived on the 19th floor and Tony Disson, 66, who lived on the 22nd floor.