Johnny Marr explained the song's concept to NME: "Europeans are the ultimate example of crossing borders," he said. "Picasso went to Paris, Isherwood went to Berlin, Dali went to New York. I've been living in America for a few years, and Americans have a different sense of Europe. They view it as one big place. And I think that's a good way of looking at it. I woke up one day with the line 'Heroes in an empty station' in my head, so I put the whole thing together around that."

Marr told The Sun that the song is his take on "the romanticism of being European." He explained: "I wanted to write a song that was really uplifting and like a celebration of being European. We should celebrate that and how great we British are."