Art is used to explore the theme of the image. Su-Hyun uses the wig to disguise her illness. She also spends time recreating old family snapshots, replacing the shots of her sad, withdrawn self with those of a seemingly happier person. Ji-Hyun and Ki-Seok are artists. Ji-Hyun works with glass creating sculptures of people that are distorted. The fiance's artwork masks homoerotic impulses that has trouble fully acknowledging. The film makes use of a color scheme of black, primarily the wig, white, the clothing worn by the characters, and varied shades of gray.

There are allusions to Christianity, most clearly when the wigged Su-Hyun states that she feels reborn. Some Christian iconography figures into the film, primarily as part an art project Ki-Seok does on behalf of a church. What holds The Wig together is the remarkable performance by Chae Min-Seo and Su-Hyun. It may simply be the shaved head, yet Chae strongly made me think of Maria Falconetti in Passion of Joan of Arc. Chae's performance is one reason why The Wig is so much better than I would have expected. Additionally, the photography is more imaginative and precise, especially in how Chae's face is framed in the beginning of the film. The Wig is a reminder that it isn't just the story, but how you tell it, that makes a film worth watching.