This was an incomplete Bob Marley track, which was originally written by the reggae legend in 1973 or 74. Ten years after Marley's death, it was completed and released. According to Mojo magazine, Island Records' Trevor Wyatt only discovered Marley's original song by chance, when he left a rehearsal cassette running while he was pouring himself a glass of water.
The song's lyrics concern Marley's Rastafarian beliefs, coupled with an anti-violence message. Zion is "the promised land," which for Rastafarians is the African country of Ethiopia. The lion refers to the Lion of Judah, which appears on the Ethiopian flag and represents Haile Selassie I, the former Ethiopian emperor that Rastas regard as their Messiah.
Kacey Musgraves originally offered "Follow Your Arrow" to her friend Katy Perry. However, Perry thought Musgraves should record the song herself as it seemed, "like something that you would totally say."