This ballad was completed just in the nick of time to make the cut for Mylo Xyloto. Speaking to Music Week a few weeks before the release of the album, frontman Chris Martin said: "We wrote that about four weeks ago and then we recorded it in five countries in seven days. That was fun. That was when we knew we could finish the record because Will (Champion, drums) – who's the hardest to please of the band – when he heard that he said, 'Okay, we can finish now' because I think he liked the space on it."
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."