Bax had a sensitive and searching soul and drew inspiration from a wide range of sources. He proved highly receptive to the soft, melancholy moods of the Irish Literary Revival and found in Yeats a powerful muse, from which he derived a life-time of inspiration. He developed an infatuation with Ireland and began travelling extensively there. His encounter with the poetry of Yeats and the landscapes of Ireland resulted in many new works, both musical and literary. The String Quartet in E (1903), which later was worked into the orchestral tone-poem Cathaleen-Ni-Houlihan (1905), are fine examples of how he began to reflect Ireland in his music. Not only did he emerge as a surprisingly mature composer with these works, he also developed in them floating and undulating 'impressionistic' musical textures using orchestral techniques not yet heard – not even from Claude Debussy. Many of the works he wrote in the period from 1903 to 1916 can be seen as musical counterparts to the Irish Literary Revival.

The Irish influence is only one of many found in Bax's music. An early affinity with Norway and the literature of Bjørnstjerne Bjørnson brought themes and moods from the Nordic countries into his music. From 1905 to 1911, Bax constantly alternated between using Nordic and Celtic themes in his compositions. He even attempted to teach himself some Norwegian and, in the song The Flute (1907) for voice and piano, he successfully set an original poem by Bjørnson to music. Later examples of Bax’s Nordic affinity include Hardanger for two pianos (1927) and the orchestral tone-poem The Tale the Pine-Trees Knew (1931).

In 1910, a youthful fling with a Ukrainian girl, Natalia Skarginska, brought Bax to St Petersburg, Moscow and Lubny, near Kiev, which led to a fascination for Russian and Slavonic themes. The relationship with Skarginska resulted in an emotional agony from which he never completely recovered. His conflicting feelings are perhaps reflected in the First Piano Sonata in F sharp (1910, revised 1917-20). The Russian and Ukrainian influence can also be heard in two works for solo piano from 1912, Nocturne–May Night in the Ukraine and Gopak (Russian dance).

In 1915 appeared In a Vodka Shop also for solo piano. In 1919, Bax was one of four British composers to be commissioned to write orchestral music to serve as interludes at Sergei Diaghilev’s Ballets Russes in London. For the commission, he incorporated the three above-mentioned piano works of Russian themes into Russian Suite for orchestra. In 1920, he wrote incidental music to J. M. Barrie’s whimsical play The Truth About the Russian Dancers, his last work based on a clearly Russian theme. The Russian influence may be found in many of Bax's other scores and is especially predominant in his first three symphonies.