This waltz time shanty sing-along finds White singing of heartbreak, as the newly-single protagonist of the song adjusts to their new status. He is joined on harmony vocals by Pokey LaFarge and Ryan Koenig of St Louis-based American roots band Pokey Lafarge and the South City Three. White told NME: "This is one of my favorite things on the record. I did it with this band called Pokey Lafarge and the South City Three. I just played piano with them, and overdubbed the drums later. It's the only song on the record that I play drums on."
Pokey LaFarge told Uncut: "There's so much clarity in Jack's music. When he sings, the voice and the music are true. I started working with him back in 2011, just before the recording of Blunderbuss. He basically wrote and arranged I Guess I Should Go To Sleep before our eyes, right there in the studio. We did maybe two or three takes at the most."
"White "Christmas" was so popular that Bing had to re-record the song five years after the original 1942 recording because the original masters had been worn out from all the pressings. This is the version that became a holiday tradition.