Dave Stewart and Annie Lennox of Eurythmics were a couple, but broke up shortly after forming the group. In 1984, Lennox got married for the first time, but divorced soon after. This song came out of that relationship.
In The Dave Stewart Songbook
, Stewart explains: "On 'Thorn In My Side' Annie was channeling her anger and was so focused when she opened her mouth and delivered her cutting lyrics, 'Thorn in my side you know that's all you ever were,' it was icy cold yet burning with passion. She carried on and did the whole song in one single take. She truly is one of the greatest singers of all time."