This is a track from Destroyer of the Void, the fifth album by Portland, Oregon-based experimental folk rock band Blitzen Trapper. The band's Marty Marquis described to Billboard magazine this song as "a really crazy, psychedelic tale along the lines of Furr but the arrangements are not so folky and simple. The tale itself and the poetry that expresses it is, I think, the next level above what we did with Furr."
The lyrics for "Mary, Did You Know?" were written by Christian singer and comedian Mark Lowry, after his pastor asked him to write a Christmas musical for their church. Southern gospel musician Buddy Greene later added music to his words.