The style of "The Daughters of the Late Colonel" is typical of Katherine Mansfield, in that the writing is psychologically dense and that all of its figurative language works to reflect the characters' inner thoughts and feelings about the story’s events. The complexity of the syntax throughout the narrative mirrors the uncertainty that the Pinner sisters Josephine and Constantia feel in the wake of their tyrannical father's death. This syntactical complexity makes the reader feel the guilt and confusion that Jug and Con have to work through as they begin to understand their mixed feelings of grief and relief.
Mansfield's use of period-specific diction—such as the scenes involving Nurse Andrews trying to speak aristocratically in order to fit in and the austere way the sisters communicate about their fears about Kate, the maid—provide local color and give the reader an intense sense of place. The events in the Pinner house feel frozen in time, which is partially due to the novel’s period-specific diction and partially due to its pacing. This pacing is slow and ponderous, mirroring the limited, constrained lives Jug and Con live. Almost nothing is approached directly, just as the sisters can’t approach their problems directly themselves. There’s a constant feeling that things are being held back and suppressed, which is underpinned by the way Mansfield leaves metaphors and images tantalizingly half-finished. The way the narrative plays with time, jumping back and forth between past and present, also plays into this sense of stagnation. All of this works to convey the weight of the sisters' inherited responsibilities and their uncertainty about the future.