A memory of the autobiography of cabaret singer Eartha Kitt was the inspiration for this song's title. Bowie recalled during a 1999 performance for VH1 Storytellers: "When I was about 14, Eartha Kitt and DH Lawrence were some of my favorite bedtime reading. Not just my bedtimes; the truth be known. And I'd seen this paperback in WHSmith's of the Eartha Kitt life story, and she was standing quite sexily by a tree with the fields in the background, and it was called Thursday's Child. And that stayed with me since I was 14. I don't know why, but it just kind of bubbled up the other month when we wrote this."
He added: "This song, I might point out, is not actually about Eartha Kitt."
The song was released as the lead single from Hours.... Much of the material that ended up on the album, including "Thursday's Child" was originally used, in alternate versions, for the video game Omikron: The Nomad Soul. David Bowie also had some input on Omikron's storyline and design, as well as making two cameo appearances within the game.
American songwriter Reeves Gabrels was Bowie's songwriting partner here. The pair worked together regularly from 1987 to 1999, and were both in the band Tin Machine. One of their collaborations, the Earthling track "Dead Man Walking," was nominated for a Grammy award.
Los Angeles singer-songwriter Holly Palmer supplied the background vocals. Palmer subsequently toured worldwide with Bowie and his band as a vocalist and percussionist throughout 1999-2000.