This song is another of Enya's collaborations with producer Nicky Ryan and his wife the lyricist Roma Ryan. The duo has been the Irish singer's creative partners since the release of her self-titled debut solo album in 1987.
Enya commented on her website that she, "particularly enjoyed our percussion arrangement in this song." Roma Ryan added that to her this song is a "journey from home that everyone must make when they start to get too comfortable."
This song features "Agnus Dei," a liturgical text which is commonly used in churches as part of a Mass setting.
The And Winter Came… album was originally intended to be a Christmas release but tunes such as this made it apparent that the LP should have more of a seasonal theme. Two years in the making, the album was recorded at Aigle Studios near Dublin.
The lyrics for "Mary, Did You Know?" were written by Christian singer and comedian Mark Lowry, after his pastor asked him to write a Christmas musical for their church. Southern gospel musician Buddy Greene later added music to his words.