This energized track had the working title "Gospel" for a long time until it was finished towards the end of recording.
At one point this was included on The Next Day and moved up and down the tracklisting, then it was off the album, then back on. Ultimately it was designated to be a bonus track for the Japanese album release, as well as featuring on the expanded three-disc collector's edition of the LP, The Next Day Extra.
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."
The Frozen song "Let It Go" was recorded in 42 different languages for the movie's foreign releases. This earned it an entry in the 2016 Guinness World Records publication for "Most Languages Featured on a Single."