Kokkola began her career when she was 17 years old, as a member of the band Steel City, later known as Kaija Koo Band, until it broke up and Kaija Koo became a solo artist.

Her debut solo album Kun savukkeet on loppuneet was released in 1986.

The next album, Tuulten viemää, created with her then-husband Markku Impiö and released in 1993, was Kaija Koo's major breakthrough.

It sold 175 000 copies, making it the sixth-best-selling album of all time in Finland.

Since her breakthrough, Kaija Koo has remained successful, releasing a new album every few years.