[3] In 2011, Day secured a production agreement with Wax Ltd.[4][5] They collaborated to produce her debut EP, Cynics vs. Dreamers.

[10] Two months later, in an interview with Turntable Kitchen and Earmilk, Day initially announced the EP would be released in August,[11] and also stated that she was “working on a full-length album, which I’m planning on having out next year.

The EP was delayed, and on September 12, 2014, she officially announced the release date and cover art on social media.

Songs on the EP were written by Day herself, Bonnie Baker, Julia Michaels, Nick Bailey, Ryan Ogren, and Wax Ltd.

[17] The song is characterized as a "surreal spine-chiller",[18] "potent", "breathy", with "tantalizing vocals",[19] supported by an "offbeat rhythm".

[13][19] "Sweet Ophelia" is a synth-pop[20] song that describes the experience of a person with whom she lost her virginity, who had already moved on to someone else.

[6] The song features a "colossal drum machine beat",[20] "stomping percussion and smoky coos",[21] and melancholic vocals.

[33] Alongside compact disc, an exclusive, limited edition 10" LP, with a decorative swirl press was released.

They also comment, "Each of the songs present on Zella Day prove something different about her style and potential as an artist."

In addition, they state, "Zella Day is sprinkled with sweet little moments, and it’s exactly why anyone who listens to this EP in its entirety will fall in love with her immediately.