According to the NME, Zola Jesus "wails like Kate Bush" on a music sometimes evoking Joy Division. For Q magazine, her "haunting vocals and swirling, electronic athmospherics are located midway between Florence Welch and Siouxsie and the Banshees." She has also been linked to Lisa Gerrard of Dead Can Dance and Elizabeth Frazer of the Cocteau Twins. Her style has been described variously as "commanded by ominous lyrics and a sultry Goth delivery," and "noise music that scrapes and glistens in equal measure." In a Spinner interview, describing her own artistic self, she said:
"I try to create songs that are really massive and intense, but at the same time remaining honest and raw. I love the feeling when you hear a song that is so overwhelming and powerful it makes your veins hurt. I'd like to write one of those songs one day. I keep the lyrics simple, no nonsense. I've always enjoyed the way old folk songs say what they need to say without becoming convoluted or ostentatious. Just words of wisdom straight from the heart of a little midwestern girl."
Zola Jesus in Vienna, 2011.
Reviewers praise the quality of her vocal performances. "Whether creaking or soaring, her voice transmits with a directness that easily cuts through the layers of lo-fi grime that usually surround it. You don't hear singers like this every day, or even every year," according to Pitchfork.
Danilova's been exposed to modern music through her father who listened to bands like Oingo Boingo, Dead Kennedys, Squeeze and Talking Heads. When older, she discovered The Residents and Throbbing Gristle. "I liked exploring how uncomfortable music could make you, which is how I found noise. I was terrified by the Residents when I first heard them at 13, but then I got intrigued by it and wanted to listen more," she said. "Their catalogue is one of the few of any artist where I never know what to expect with each album. [They're] constantly changing and experimenting in their art, as any great performer should. As far as a composer, I'd have to say Karlheinz Stockhausen—absolutely out of control brilliant." Answering questions about her favourite artists and composers, she was also mentioning "singers with big voices, like Diamanda Galas and Tina Turner. Divas, film scores from the '70s and '80s. Industrial and power electronics. BBC Radiophonic Workshop, opera, Philip K. Dick." Speaking to Spinner, she said: "I listen to anything that stands out. I guess something people wouldn't expect me to listen to are artists like Alicia Keys. But she is so incredibly talented. She has this huge voice and great work ethic, which I really respect in an artist. She is also very humble and gracious and devoted to her skill." Of her operatic upbringing she said:
"It has probably influenced me in several ways. When recording I look at the entire album as a whole, and not just song by song. As in operas, there are arias, interludes, etc., that all weave together to create a mood and story. Singing opera has made me very self-critical and analytical; I'm a severe perfectionist due to my studies. I was taught to sing in a way that was very biological and scientific. I resented the idea of opera as a 'skill' to be mastered, so Zola Jesus was my way of using what I knew but allowing the sounds to come out of my voice however was most comfortable, regardless of correctness."