Frontwoman Lacey Mosley told Artist Direct that the theme of this song is, "sometimes you go in one direction, you're sure it's right, and it's not (Laughs)."
Mosley explained to Artist Direct that one of the lyrics is a quote from the Old Testament. She said: "There's enough to make us sad out there. Ecclesiastes is like the most depressing book in the Bible. One of the lines in there is, 'All is vanity underneath the sun.' That line is in the bridge of 'Missing.'"
Until December 5, 1998, a song had to be issued as a single to make the Hot 100. Aaliyah's "Try Again" was the first tune to top the chart based on airplay alone, without any sales figures being included.