Marx used an Italian accent for his on-stage character; stereotyped ethnic characters were common with Vaudeville comedians. All the Marx brothers at some point in their careers performed "dialect characters," but Chico was the only one to continue this into his films.

The obvious fact that he was not really Italian was referenced three times on film. In their second feature, Animal Crackers, he recognizes someone he knows to be a shady character impersonating a respected art collector:

Chico: "How did you get to be Roscoe W. Chandler?"Chandler: "How did you get to be Italian?"Chico: "Never mind—whose confession is this?"

In Duck Soup, when Chico impersonates Groucho but retains his accent, Margaret Dumont asks what happened to his voice. Chico replies, "Well, maybe sometime I go to Italy and I'm practicing the language." To which Dumont replies, "Your accent is perfect."

In A Night at the Opera, which begins in Italy, his character, Fiorello, claims not to be Italian, eliciting a surprised look from Groucho:

Driftwood: "Well, things certainly seem to be getting better around the country."Fiorello: "Well, I wouldn't know about that; I'm a stranger here myself."

Chico was a talented pianist. He originally started playing with only his right hand and fake playing with his left, as his teacher did so herself. Chico eventually got a better teacher and learned to play the piano correctly. As a young boy, he got jobs playing piano to earn money for the Marx family. Sometimes Chico even got work playing in two places at the same time. He would acquire the first job with his piano-playing skills, work for a few nights, and then substitute Harpo on one of the jobs. (During their boyhood, Chico and Harpo looked so much alike that they were often mistaken for each other.)

In the brothers' last film, Love Happy, Chico plays a piano and violin duet with 'Mr. Lyons' (Leon Belasco). Lyons plays some ornate riffs on the violin; Chico comments, "Look-a, Mister Lyons, I know you wanna make a good impression, but please don't-a play better than me!"

In a record album about the Marx Brothers, narrator Gary Owens stated that "although Chico's technique was limited, his repertoire was not." The opposite was true of Harpo, who reportedly could only play two tunes on the piano, which typically thwarted Chico's scam and resulted in both brothers' being fired.

Groucho Marx once said that Chico never practiced the pieces he played. Instead, before performances he soaked his fingers in hot water. He was known for 'shooting' the keys of the piano. He played passages with his thumb up and index finger straight, like a gun, as part of the act. (He appears in the film A Year to Remember (1948) playing a "pistol shot" version of the Australian folk song "Waltzing Matilda" to a group of Australian soldiers.) Another example of his keyboard flamboyance is found in A Night at the Opera, wherein he plays the piano for a group of delighted children.