Chromatic approach notes are used in jazz to embellish otherwise diatonic melody lines. They add a lot of ‘colour’ to a line and as you’ll see in the illustrated examples here, they can make a simple arpeggio sound very sophisticated.
Chromatic approaches notes can be played individually or in combination. The simplest concept is to use a chromatic approach from either below or above a chord (arpeggio) tone. Once you are familiar with single approaches, you can then combine them.
Remember that these approaches are written as exercises and in regular playing many jazz players will employ them differently. It is very common for example that the approach notes are placed on weak beats leading to the chord tones on strong beats. Be sure to experiment with this.
Chromatic approaches should be used sparingly at first, until you become familiar with how they sound. Listen to how other players employ them too.