From 1934 to 1938, Lempicka was suffering from depression, which made it difficult for her to work. Of the small number of paintings she produced during that period, most had religious themes and the majority were bust portraits of the Virgin Mary or people in prayer. All of her works from the period tended toward conservatism, although the pictures were produced in her distinctive style.

Suzanne Bathing marks Lempicka's return to painting sensual, nude women, although the theme is still emphatically religious: it is a story from the Old Testament. The story was a favorite of Renaissance and Baroque artists and its underlying emphasis is on voyeurism. In the story, two judges, well-respected elders, spy on the virtuous Susanna as she bathes. In contrast to some of her earlier images of women who revel in the awareness of their sexuality and the power it confers, subjects who make direct eye contact with the viewer, Lempicka's Susanna, this modern Suzanne, looks away and huddles forward into herself in a gesture of modesty. She clutches a portion of the white cloth resting near her as though she may at any moment pull it toward her to cover herself. Is this the moment in which she discovers she is being observed?

Interestingly, whereas her earlier works tended to depict women against the dramatic skyline of a modern, mechanized city, here Suzanne is shown against a pastoral background of trees. This painting signals the beginning of an era of more conservative works. Her artistic output during this second half of her career is far less openly sensual.