The cover art for "Ruby Blue" was painted by Simon Henwood. Murphy met Henwood in a pub, and Henwood, who was known for his simplified paintings of teenagers, thought that she would be a good subject for a painting. Henwood came to Murphy's house the next week and, while they were looking through her wardrobe, decided to have her dressed in sequins. Murphy positioned her body in abstract shapes for Henwood to paint. She developed a character, which Henwood described as a "disco electro pop diva with a 1940s look". His canvases were displayed at The Hospital in London, and Murphy purchased them "for kids so they can see what [she once looked like". The three EPs and both singles used Henwood's paintings in the cover, and he later directed the music videos for the singles.