Having been inspired by wintry scenery with vibrant and diverse colours near the Pakhra river in Moscow in February 1904, Grabar completed the painting after working for two consecutive weeks in situ under an umbrella, in a trench he had dug in the snow.

Grabar considered February Azure a sum of several separate, lengthy observations—in a sense, a synthesis of them—and a revolutionary work that opened up a path Russian art had not explored until then.

[3] The wealthy Meshcherin family, who owned the Danilovskaya factory, were hospitable and helped Grabar feel home at their place during the stay, providing him with a sleigh with a carriage to travel around the area for his studies.

[3][6] Afterwards, he dug a trench more than one metre (3.3 ft) deep in the snow, in which he settled down with an easel and a canvas mounted on it so he could get an impression of "a low horizon and the celestial zenith, with all the gradations of blue from light-green below to ultramarine at the top".

[10] Most of the painting's foreground is occupied by a birch tree with branches that are, according to art historian Olga Podobedova [ru; de], "rhythmically arranged (ритмически расположенными)" and shining either white or golden against the sky background.

[15] Grabar wrote in his Automonograph that, although March Snow (Мартовский снег, 1904) seemed more popular among other artists than any other work he produced during his early years, he felt that February Azure was more significant and integral because it was a sum of several different, lengthy observations and, in a sense, a synthesis of them.