Day said that taking on the role was "really challenging," and not only because of all the research that went into playing the character. "There was a lot of sort of trauma built up just from playing her, her life and the heartache from that," she said. "Heartache from my own life and my own trauma. Heartache from being a Black woman living in America, just living in the world."
The United States vs. Billie Holiday explores Holiday's life beyond her music, exploring her work as an activist. One of her most enduring songs, "Strange Fruit," is about racism in America and led to a lot of controversy and censorship during her lifetime. "From 1939 to her death in 1959 the government went after her because she was Black, she was wealthy and she dared to sing 'Strange Fruit'," Michele Smith, the manager of Holiday's estate told The Guardian.
Day expressed her excitement about portraying this multi-faceted view of Holiday to E! News. "People can expect a hero, they can expect the godmother of civil rights and someone they can pay homage to and say thank you to," she said. "And inspiration for moving forward in the future because if she could fight, one singular, solo Black woman, and shoulder this burden on her own in the '40s, we definitely can and have to do it now."