These sets were supposed to be "picture pieces", essentially "musical evocations of external visual stimulae". Rachmaninoff did not disclose what inspired each piece, stating, "I don't believe in the artist that discloses too much of his images. Let them paint for themselves what it most suggests." However, he willingly shared sources for a few of these études with Italian composer Ottorino Respighi when Respighi orchestrated them in 1930.
Rachmaninoff composed the Op. 33 Études-tableaux at the Ivanovka estate between August and September 1911, the year after completing his second set of preludes, Op. 32. While the Op. 33 Études-tableaux share some stylistic points with the preludes, they are actually very unlike them. Rachmaninoff concentrates in the preludes on establishing well-defined moods and developing musical themes. There is also an academic facet to the preludes, as he wrote 24 of them, one in each of the 24 major and minor keys. Rachmaninoff biographer Max Harrison calls the études-tableaux "studies in [musical] composition"; while they explore a variety of themes, they "investigate the transformation of rather specific climates of feeling via piano textures and sonorities. They are thus less predictable than the preludes and compositionally mark an advance" in technique. Like the piano études of Claude Debussy, Alexander Scriabin, Olivier Messiaen and György Ligeti, the Études-tableaux "summarize their composers' discoveries about the piano and how music for it should be written." Rachmaninoff initially wrote nine pieces for Op. 33 but published only six in 1914. One étude was subsequently revised and used in the Op. 39 set; the other two appeared posthumously and are now usually played with the other six. Performing these eight études together could be considered to run against the composer's intent, as the six originally published are unified through "melodic-cellular connections" in much the same way as in Robert Schumann's Études Symphoniques.
The Op. 39 set of Études-tableaux, written between 1916 and 1917 and published in 1917, was the last substantial composition written by Rachmaninoff while still in Russia, and it shows a marked departure from his previous work. Rachmaninoff had been listening keenly to his contemporaries Scriabin and Sergei Prokofiev, and had studied Scriabin's works to prepare a memorial recital in which Rachmaninoff himself played in Scriabin's honor. Though he was roundly criticized for his overly-analytical approach in his playing and overall lack of capturing the free-flying spirit that Scriabin had summoned so well in his own pianism, the compositional seeds resulting from his studying Scriabin's work had been planted. A melodic angularity and harmonic pungency appeared in these études as well as in his Op. 38 songs, which were written concurrently. The Op. 39 set is considered much more demanding technically than the Op. 33 set, and has been described as extremely virtuosic in its approach to keyboard writing, calling for unconventional hand positions, wide leaps for the fingers and considerable technical strength from the performer. Also, "the individual mood and passionate character of each piece" pose musical problems that preclude performance from those not possessing a tremendous physical technique.