Children of the Albatross is divided into two sections: "The Sealed Room" focuses on the dancer Djuna and a set of characters, chiefly male, who surround her; "The Café" brings together a cast of characters already familiar to Nin's readers, but it is their meeting place that is the focal point of the story.

As always, in Children of the Albatross, Nin's writing is inseparable from her life. From Djuna's story, told in "The Sealed Room" through hints and allusions, hazy in their details and chronology, the most important event to emerge is her father's desertion (like Nin's) when she was sixteen. By rejecting realistic writing for the experience and intuitions she drew from her diary, Nin was able to forge a novelistic style emphasizing free association, spontaneity, and improvisation, a technique that finds its parallel in the jazz music performed at the café where Nin's characters meet.