Kokkola began her career when she was 17 years old, as a member of a band Steel City, later known as Kaija Koo Band, until it broke up and Kaija Koo became a solo artist. Her debut solo album "Kun savukkeet on loppuneet" was released in 1986. The next album "Tuulten viemää", created with her then-husband Markku Impiö and released in 1993, was Kaija Koo's major breakthrough. It sold 175 000 copies, making it the sixth-best selling album of all times in Finland. Kaija Koo has also participated in the Finnish qualification of Eurovision Song Contest 1981 as a member of the background choir in Frederik's song "Titanic".