Coe’s musical style derives from blues, rock and country music traditions. His vocal style is described as a “throaty baritone.” His lyrical content is often humorous or comedic, with William Ruhlmann describing him as a “near-parody of a country singer.”[15] Stephen Thomas Erlewine describes Coe as “a great, unashamed country singer, singing the purest honky-tonk and hardest country of his era […] He may not be the most original outlaw, but there’s none more outlaw than him.” Coe’s lyrics frequently include references to alcohol and drug use, and are often boisterous and cocky. Coe’s debut album, Penitentiary Blues was described as “voodoo blues” and “redneck music” by Allmusic’s Thom Jurek. It focused on themes such as working for the first time, blood tests from veins used to inject heroin, prison time, hoodoo imagery and death. The album’s influences included Charlie Rich, Jerry Lee Lewis, Bo Diddley, Lightnin’ Hopkins, and Tony Joe White. Coe’s first country album, The Mysterious Rhinestone Cowboy, has been described as alt-country, “pre-punk” and “a hillbilly version of Marc Bolan’s glitz and glitter.” Credited influences on the album include Merle Haggard. Coe’s albums Nothing Sacred and Underground Album contained profane, sexually explicit material, including songs making reference to an orgy in Nashville’s Centennial Park, sex with pornographic film star Linda Lovelace and insults directed at Jimmy Buffett and Anita Bryant. The album Rebel Meets Rebel featured an anti-racist song, “Cherokee Cry,” which criticizes the United States government’s treatment of Native Americans. In his early career, Coe was known for his unpredictable live performances, in which he would ride a Harley-Davidson motorcycle onto the stage and curse at his audience. Coe has also performed in a rhinestone suit and a mask which resembled that of The Lone Ranger, calling himself the “Masked Rhinestone Cowboy.”