Songfacts®:

• This song is based around Jesus' words in Matthew 10:29-30 where He talks about how His Father values his creation. ("Are not two sparrows sold for a copper coin? And not one of them falls to the ground apart from your Father's will. But the very hairs of your head are all numbered." New King James version)
  
  Gray told NewReleaseToday: "I met with Mia Fieldes and Jonathan Smith in co-writing this song. A beautiful thing about getting older is that you get more humble. The older you get, the more you realize what you don't know and the more valuable and realistic view you have of your self-doubt. That's a challenge as a songwriter, because song writing requires a good amount of ego, like "my ideas are awesome." There's something about that confidence that helps you get songs done. If you begin to not believe in yourself, it's hard to get songs finished."
  
  "I have things to say, and I wanted to challenge myself to learn how to say them in a new language. I worked with all new co-writers for this album. We decided 'Sparrows' was a cool song title. We knew it would be based on the verse where Jesus spoke about the sparrows."
• Gray sings in the pre-chorus:
  
  You may feel alone
  But you're not on your own
  
  Gray said: "The lyrics for this song and the pre-chorus were a real struggle, which may be surprising because they seem a little straightforward. Originally the line was 'no one walks alone, you're not on your own' because it fit the music, but I was wrestling with it. In our culture of Christianity, we're not very good at honoring people's feelings. We don't encourage people to feel their feelings, but instead to judge or manage their feelings. That's not healthy.
  
  When you are in the midst of something awful happening, like what I went through, you feel alone. When you are in that place it helps to say what you are feeling, and I changed it to "you may feel alone." If I'm authentic about the pain and the loss and the loneliness and the confusion, then my hope is more authentic as well. It's a small line, but I thought it was important to change the musical flow of a pop song for the integrity of the line."