Delvaux's early works were influenced by the post-impressionist and fauvist styles of painting, as well as the work of Belgian symbolists such as Fernand Khnopff and James Ensor. He was also drawn to the classical beauty of ancient Greek and Roman art, which would become a recurring theme in his later work.

In the early 1920s, Delvaux began to experiment with surrealism, inspired by the works of de Chirico and Magritte. His paintings began to feature strange, dream-like scenes with enigmatic figures and architecture. One of his most famous works from this period is "The Idol", which depicts a naked woman surrounded by ancient ruins.

Throughout the 1930s and 1940s, Delvaux continued to explore surrealism in his paintings, often depicting naked or partially clothed women in eerie, deserted landscapes. He also became interested in the symbolism of trains and train stations, which he saw as metaphors for human journeys and the passage of time.