Mayo developed a unique comic style as a music hall singer. Dressed in a dressing gown, or housecoat, he sang emotionless at the piano with nonsensical humour. He became known as "The Immobile One". Mayo mostly wrote his own songs and gave other entertainers, such as Ernie Mayne, with material. He held the record for appearing at the biggest number of concerts in a single evening: nine performances at nine London venues on the evening of 21 January 1905.