In an interview with The Marquee Magazine James stated that he speaks through music and lyrics and that he wanted to get away from speaking with the title of the album and use something that didn't mean anything at all.
"Just one letter not connected to any other letters or vowels at all. I like the shape of it. You can bend it to make a triangle. You can lop off one end to make a 7. I feel like it had a lot going for it. It’s also the last letter, the 26th letter in the alphabet, and I wrote all the songs when I was 26."— Jim James, talking about the Z album
(The Marquee Magazine October 2005)
“Whenever I was talking about the title people would think it was going to be our last record. I thought that was funny. Or someone said we were going to start going backwards. After Z we’d do Y and just keep going that way”
The album cover art
"I thought it set a good tone about the world within us and going inside and being more within yourself, is how I took it. It’s something that I try really hard to do, to stop thinking and stop the mental noise and chatter in my mind. It really is like static, just a thousand voices and mental movies in your mind and when you stop and you just concentrate on your surroundings or where you are, it’s really like turning off a loud radio that’s just playing a bunch of shit"- Jim James, talking about the Z album cover art
(The Marquee Magazine October 2005)
The artist behind the cover art is Louisville artist Kathleen Lolley, in an interview with LEO weekly from April 2010 Lolley said that she was very honored that Jim James asked her to do the cover. However Lolley also explains that the image on the album is not the image James originally selected.
"I got a call telling me he was considering using one of the drawings for the cover and it… I asked if he realized what was happening in (the piece he’d originally selected). I told them, ‘An owl is kind of being shot in the vagina here.'"- Kathleen Lolley
(LEO weekly, April 2010)
James then decided to pick an alternate drawing.