Bowie's half-brother Terry Burns was institutionalized in a mental hospital when he attempted suicide by jumping out of a window. After this failed attempt, Bowie visited his half-brother in the institution, but a few years later in 1985 Terry succeeded in killing himself by escaping the grounds and getting hit by a train. This song deals with Bowie's feelings about his brother and the factors that lead to insanity.

Bowie's track, All The Madmen, is also about Terry Burns.

The song also features a large dose of self. Speaking in a 1993 interview, Bowie said it related in part to his artistic leaps that almost destroyed him, for which he was still looking for some sort of emotional support. "It's also connected to my feeling that sometimes I've jumped metaphysically into the unknown and wondering whether I really believed there was something out there to support me," he explained, "whether you wanna call it, a God or a life-force?"