My Woman was Olsen's effort to broaden her musical style after 2014's Burn Your Fire for No Witness, aiming to avoid being typecast as a lo-fi indie artist. She sought to explore a "plurality of voices" and wanted to use her vocals in various styles she liked.

Compared to her previous album, My Woman features a poppier, more diverse sound, influenced by Fleetwood Mac, The Shirelles, Crazy Horse, 1970s glam rock, 1960s country pop, and grunge. The opening track, "Intern," is a synthpop song that marks a significant departure from Olsen's earlier work. Written as an experiment, she described "Intern" as a sarcastic project inspired by friends who make synth music. Critics have compared "Never Be Mine" to 1960s jangle pop and Portuguese guitar music. The album closes with "Pops," a piano ballad.