Cyrus penned this song in New York City in November 2011. "I was in looking at that big ol' city out there thinking a lot about my dad and about my family and that I'm the dad now," he recalled to The Boot
. "The song just came to me and I sang it: 'that's what daddy's do is shield you from the rain, shield you in the storm, there to ease the pain, wherever you may roam, or what you're going through, know I'm by your side, that's what daddy's do.' I told my manager the next day, 'I wrote a song last night and I think it's pretty good.'"