A painter, muralist, and art educator, Jo Cain was born and raised in New Orleans. He studied at the Chicago Academy of Art and at New York’s Art Students League – as well as with Hans Hofmann, whose art theories were tremendously influential on post-war American art. A 1929 Carnegie Fellowship funded a year at the Sorbonne in Paris and travel throughout Europe; In addition, Cain received multiple Tiffany Foundation Fellowships.
In the 1930s, Cain's work became increasingly abstract. Characteristics of Cain’s style include a singular flatness of composition that is nonetheless activated through the manipulation of layered planes of color and the use of multiple perspectives. Using broad strokes of thickly applied paint, Cain created streetscapes, marine scenes, and landscapes.” At that time, critic Stanley Lothrop observed that Cain's work "has a fresh vision that cannot be clearly traced either to contemporary American or French schools. His world is … always bright and luminous."
In 1932, Cain’s entry to the First Biennial Exhibition of Contemporary American Painting at the Whitney Museum of American Art hung in the exhibition’s entrance; other works were shown at such prestigious venues as the Museum of Modern Art, Pennsylvania Academy of the Fine Arts, National Academy of Design, and Carnegie Institute. He also executed a monumental mural at New York State Training School where he was employed as a teacher. While living in New York during this period, Cain was an integral member of a contemporary art collective known as “The Group,” whose participants included Milton Avery, George Biddle, Robert Gwathmey, Marsden Hartley, John Marin, and many other important Modernists.