Grace includes a classic band, where Buckley's vocals are accompanied by a guitar and bass guitar, drums and synthesized string. Many techniques are used on the instruments to create various effects. For example, percussive sounds are created by hitting the strings, and distortion is used in Verse 3.
The tonalty of Grace in E minor, with little variation and modulation. However, the tonality is often ambiguous through the use of dissonant harmonies. Additionally, the introduction uses the chord of D siginificantly, which confuses the E minor tonic key.