The band experienced tensions in musical direction from the start. Their early records are frequently dense, inaccessible and experimental, featuring heavy use of samples with frequently changing tempos and a distinct lack of anything that could be described as a tune. Laid against this, however, are occasional songs that are much more simplistic, catchy and pop-like, such as Frittering from the debut album Yerself is Steam. The departure of David Baker, over musical and personal disputes, in 1995 heralded a change in direction for the band. The darker, more experimental and less accessible features of their music began to disappear, at first on the transitional See You on the Other Side and almost completely with the release of the acclaimed Deserter's Songs. The foregrounding of Donahue's high-pitched vocals and the renewed concentration on the melodic, poppy aspect gave the band's material an entirely new feel and much increased popularity; despite some considerable critical acclaim, their early releases never gave them more than cult popularity. By contrast, Deserter's Songs made the UK and US album charts and spawned three UK top 40 singles, and its follow-up All is Dream managed a UK top 20 single.
The band are often compared to The Flaming Lips; in fact Jonathan Donahue was a member of the band for two records before forming Mercury Rev. Several Flaming Lips recordings have been produced by Mercury Rev's Dave Fridmann.