Caterina Zapponi grew up inside Italian cinema. Her father was Bernardino Zapponi (1927 to 2000), the novelist and screenwriter who met Federico Fellini in July 1967 and wrote seven films with him over the thirteen years that followed, among them Toby Dammit, Satyricon, Roma, Fellini's Casanova and City of Women; her mother, Francoise Rambert, was a French-born chanteuse who sang in cabaret and kept the house piano in her daughter's bedroom, where she rehearsed. The French repertoire came from her mother directly, learned by overhearing it, and both Charles Trenet songs on her second album trace back to that house: "J'ai ta main" was part of Francoise's cabaret act, rehearsed at the piano in her daughter's room, and "Que reste-t-il de nos amours?" was what the actors and directors at her parents' dinner parties would ask Francoise to sing. What pushed her toward jazz was a film rather than a record. She has named the Cole Porter musical High Society as the thing that made her want to study the American songbook in the country that produced it.

She got there on a scholarship to Berklee College of Music, finished the degree in two years, and left with the Berklee Cleo Laine Award for vocal achievement and performance. In 1994 she entered the Thelonious Monk International Jazz Vocals Competition at the Kennedy Center, a year judged by Jon Hendricks, Shirley Horn, Cleo Laine, Abbey Lincoln, Dianne Reeves and Jimmy Scott. She reached the finals and placed fourth, behind Sara Lazarus, Lisa Henry and Carolyn Leonhart. She has been based in New York since that year. Both credentials predate the association she is usually introduced by: it was later in the 1990s that she met the Jamaican pianist Monty Alexander, who became her husband, her manager and the accompanist on nearly everything she has recorded. Their first documented joint credit is a film cue, "A Song for You," heard in Sam Raimi's For Love of the Game in 1999, which never made the soundtrack album.

Her first album came out on the German audiophile label Inak. Universal Love Songs was cut at Carlen Studios in March, Baden-Wurttemberg, between April 17 and June 15, 2000, and issued in 2001 with a quartet of Alexander on piano and melodica, the brothers Lorenzo and Davide Petrocca on guitar and bass, and Martin Drew, Oscar Peterson's drummer, at the kit. The fourteen songs run through five languages: Charles Aznavour and Edith Piaf in French, the Neapolitan "Passione" and Umberto Bindi's "Il Nostro Concerto" in Italian, Oscar Castro-Neves in Portuguese, "Acercate Mas" in Spanish, and Cahn and Van Heusen in English, with Bob Marley's "Waiting in Vain" set among them. Reviewing it for All About Jazz in June 2001, Dave Nathan called the singing "soft but very expressive" and the record a great album.

Thirteen years passed before the second one. In the interval she worked the rooms rather than the studios: Birdland and the Blue Note in New York, the Verbier and Saint Barthelemy festivals, and, touring with Alexander, Ronnie Scott's in London, the Marseille Jazz Festival, the New Morning and the Theatre des Champs Elysees in Paris, the Blue Note and the Cotton Club in Tokyo, the Cully and Bern festivals in Switzerland, the Moscow International House of Music, and Jazz at Lincoln Center. She also moved to the other side of the glass. On Alexander's Harlem-Kingston Express Vol. 2: The River Rolls On (Motema, April 2014) she is co-executive producer with him and sings the title track, cut at Avatar Studios in August 2013 on a record whose guests include George Benson, Joe Sample and Ramsey Lewis. Five years later she co-produced his Wareika Hill: Rasta-Monk Vibrations (2019), the album that plays Thelonious Monk over Rastafarian Nyabinghi drumming with John Scofield and Joe Lovano guesting.

Romantica, released by Motema on May 13, 2014 and produced by Alexander, is the record she is known by. It is thirteen French, Italian and Neapolitan songs, and Alexander built her a different band for almost every one of them: a swing quartet with Bucky Pizzarelli, Martin Pizzarelli and Frank Vignola for the Trenet and Salvador material; a trio with Hassan Shakur and Kevin Kanner for the two closing originals she wrote with him; Etienne Charles on cuatro for the calypso "Maladie d'amour"; an entirely Danish group of Jacob Fischer, Tomas Fonnesbaek, Kresten Osgood and the violinist Kristian Jorgensen for Bruno Martino's "Estate," a track Alexander sits out altogether; and two bare duets, "Fenesta vascia" with only his piano and "Que reste-t-il de nos amours?" with only the guitar of Yotam Silberstein. Will Friedwald wrote the liner notes. She launched it at the Blue Note on May 26 with Alexander, Bucky Pizzarelli and Houston Person. The reviews took it as jazz and took her seriously: MusicWeb International placed her voice near Stacey Kent's but with more power and singled out her "undoubted jazz sensibility," JazzTimes ran a full review that September, and RTE called the record highly recommended. Nothing has been documented since the 2019 production credit.

Zapponi is a repertoire singer in the European sense, which is to say the interesting question with her is never the tune but the language it arrives in. She sings in five, and the two she was raised in, French and Italian, are the ones she does something with: the chanson tradition through her mother, Trenet, Aznavour, Piaf and Henri Salvador, set against a Neapolitan and Italian songbook that jazz singers rarely go near, "Fenesta vascia," "Passione," "Torna a Surriento," "'Na voce, 'na chitarra." Her instrument is light and unforced, with very little vibrato and no scatting at all, and she works by placing a song in an unexpected setting rather than by rebuilding it from the inside: a Henri Salvador tribute to Count Basie stays a swing number, "Maladie d'amour" turns up as a calypso with a cuatro under it, "Estate" is handed to a Danish quartet with a violin. Critics have caught both the appeal and its limit. MusicWeb's James Poore heard "an appealing voice, rather in the style of Stacey Kent but with more power" and an evident jazz sensibility, while noting that she sings the two Neapolitan pieces almost straight, in a dramatic style at odds with the rest of the album. RTE's Paddy Kehoe made the opposite case, arguing that her "Estate" comes close to Joao Gilberto's for restraint. She also writes: "Redis-moi (You Can See)" and "Vorrei (Got to Go)" are her lyrics to Monty Alexander's tunes, in French and in Italian, and MusicWeb called the second of them the album's finest moment. Her own biography stakes out cabaret and musical theatre alongside jazz and the American popular song, and the mixture is the point rather than a hedge.