Price began singing in high school, but after graduating she sat in with country bands around Nashville, where she was for the most part born and raised, after moving from southern New Jersey. When Price lived in Nashville in the late '80s, she would religiously listen to local blues radio programs on college stations there. Price moved to Austin in 1989, and learned from the locals, who included Clifford Antone, owner of Antone's blues nightclub, and Austin-area guitarists like Derek O'Brien, who produced her second album. Shortly after she began singing in country bars in Nashville, she hooked up with songwriter Gwil Owen, who wrote many of the songs on her debut, Swim Away. In her blues singing career, Price cites vocalists Aretha Franklin, Emmylou Harris, Linda Ronstadt, Patsy Cline, and Ray Charles as influences.

Although critics have heaped praise on her gifted phrasing and delivery at her live shows and on both of her albums, the title of singer/songwriter is an inappropriate one for Price; the latter part of the title doesn't apply to her. In an interview in Austin, Price said she's never had the inspiration or desire to write songs, and figures she wasn't given that talent. Price's albums out on the Antone's/Discovery label include Swim Away (1993), Hey (1995), and Lowdown & Up (1999). Midnight Pumpkin appeared in the summer of 2001, followed by Born to Be Blue in 2003 and Talk Memphis in 2007.