Three things will always define Macy Gray — her 1999 breakthrough smash, “I Try,” her unique personality (a little kooky, a little chill) and a chameleonic look usually topped by a bundle of hair.

In her two-decade career, Gray, 51, has moved more than 25 million albums worldwide, scored a Grammy (for “I Try”), worked with artists ranging from Justin Timberlake (2007’s “Big” album) to Dolly Parton (she’s on Parton’s current soundtrack for “Dumplin’”) and cultivated an acting resume that includes Tyler Perry’s “For Colored Girls” and Netflix’s “Fuller House.” She also recently starred with Rachel Brosnahan (“The Marvelous Mrs. Maisel”) in the film “Change in the Air.”

Yes, Gray has always been eclectic.

In September, she released her 10th studio album, “Ruby”; its first single, “Sugar Daddy,” includes another Gray collaborator, Meghan Trainor.

On Sunday, the soul/R&B belter and her seven-piece band will return to Atlanta for a pair of shows at City Winery.

Shortly after returning from a European tour, the enigmatic Gray checked in from her home in Los Angeles to discuss her live show, her new album and her commitment to helping mentally ill teens.

Singer Macy Gray performs onstage during the One Love Malibu Festival on Dec. 2, 2018 in Malibu, Calif. (Photo by Scott Dudelson/Getty Images for ABA)

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Q: You’ll be back in Atlanta at City Winery, which you played a couple of years ago, and are also playing the Chicago location. Do you like the intimacy of the room?

A: I do. I've done Wembley (Stadium), huge festivals and I've done arenas. I think I've done every size, even a stadium in China. I feel really confident as far as playing live; I feel I can do any stage now. It's a totally different night when you play a supper club. They're real fans (at the intimate venues). Usually most of them have a date and have dinner, and they're really just there to enjoy a show. And to connect.

Q: You’ve been doing Radiohead’s “Creep” and the Pretenders’ “Brass in Pocket” in concert. Why those songs?

A: I love so many songs. You have to pick the ones you can make your own. You don't want to get up there and sound like karaoke. We've done different arrangements of songs and (now) they sound like my songs. When I get up there, it sounds like I wrote "Creep," which I wish I had. Same with "Brass." I love both of those songs. "Creep" is a massive song everyone knows, and when I do "Brass in Pocket," (the audience) goes nuts — all of the people who saw the video on MTV. It's cool when people go home empowered. It's a cute little love song and the video is adorable, but (singer Chrissie Hynde) repeats "I'm special" and "There's nobody else here like me," so it's good to say that to yourself. It's cool when the audience shouts it back.

Q: You released your 10th album this year and went in a very different direction with it. What was going on that inspired you?

A: Just life, what was going on in my head. It was a combination of what other people and writers had to say. I was lucky, I got to work with some really good lyric writers. I usually write by myself. I finally met some writers who were on the same plane. It's not always what you talk about, it's how you say it. There are a million love songs, but how do you say things in a fresh way?

Q: You’ve worked with so many people, from Will.i.am to Ariana Grande. Is there anyone on your wish list?

A: I don't want to jinx it. I love creative people and being around them. I did a song with Dolly Parton and I was head over heels all day. I've gone in the studio with all kinds of people. It's really a connecting thing. You can go in the studio with Drake and nothing will happen and you can go in with Suzie Q-sie and make magic. I've gone in with Pharrell and nothing came out, but I went in with (songwriter/producer) Tommy (Parker) and we made a genius record.

Q: Tell me about My Good, your organization to help mentally ill teens. Why is that a cause that’s close to you?

A: People in my family deal with that, and myself and my fans. I'm learning that it's pretty common. I think a lot of people can suffer for a long time and not know they have a disorder and something that can be treated. Now that people are talking about it, it helps a lot. Teens have a particularly hard time because they haven't figured themselves out and what's funny is, they think they have. They have all these people in their ear, and if you have a mental disorder on top of school, I think they really go through it. That's close to my heart, teens that have to deal with all of that at once. We want to create a camp where kids can go and get support. I don't think teens really have a place to go before it's too late. I really want to focus on it top of the year.

CONCERT PREVIEW

Macy Gray

5 and 8:30 p.m. Sunday. $50-$60. City Winery, 650 North Ave., Atlanta. 404-946-3791, citywinery.com/atlanta.