Bix Beiderbecke performed the composition on piano accompanied by Roy Bargy and Lennie Hayton at Carnegie Hall on October 7, 1928, at a jazz concert presented by Paul Whiteman.

"In a Mist" mixes elements of late impressionism with early jazz.

[citation needed] While written in C-major, the piece is heavily chromatic.

Beiderbecke mostly plays on the fourth and fifth, often inserting sharp or flat accidentals, while avoiding the tonic to increase tension.

These tensions drive the piece, finally settling on a hopeful C-major.