According to Klara Söderberg of First Aid Kit, many of the songs on the sisters' second studio album, The Lion's Roar, are based on universal emotions. She told MTV UK about this one: "Blue is about this woman who looking back at her life and regretting the things she didn't do. We sort of write about our fears of the future and regrets we may have kind of as a warning to ourselves - 'Don't become these people', rather than just 'Oh, I'm 19 and I'm scared about the future.'"
The video was the duo's first story-based clip. "We filmed it at a big old mansion in the Swedish countryside," they explained to Spinner. "It's about an older woman who's living this decadent life in solitude in her mansion. She is bitter and unable to move on, clinging to her glamorous past. We portray ghosts of her past, memories of her glory days."
The older woman was played by the Swedish actress Ewa Fröling, who is best known for her role in Ingmar Bergman's film Fanny and Alexander. "We are so happy she wanted to act in our video and she was perfect," said the duo. "Shooting it was an amazing experience, as the director Daniel Wirtberg and his crew put a lot of effort and detail into their work. We love how it turned out: beautiful, sad and funny all at the same time."
The song featured prominently on a 2012 episode of the British reality TV show Made in Chelsea. It plays during a scene where Jamie and Proudlock have a catch-up in the pub.