The song finds Gaga doing her best Springsteen accompanied by throbbing techno rhythms. The singer discussed the importance of the New Jersey icon in the documentary Lady Gaga: Inside the Outside. "Springsteen had such an influence on our home," she said. "My father gave me, I believe it was for Christmas, a Bruce Springsteen songbook for the piano and on it was 'Thunder Road,' which is my favorite Bruce Springsteen song. My dad said, 'If you learn how to play this song we will take out a loan for a grand piano, a baby grand.' So I remember it was the hardest thing for me. I was playing these huge (classical) pieces, like 15 pages long, ... and then there was this Bruce Springsteen song. I opened up the book and there was like chords, guitar chords. I was so confused. I didn't understand it, so I just started to read it and eventually, eventually I got it down."
Gaga told NME: "The sax in this - and in 'Hair,' and 'The Edge of Glory,' - is not just there for no reason. I grew up listening to so much Bruce Springsteen and Billy Joel, so in a way it represents my innocence."
When the Born This Way album was released, Gaga posted on her Facebook wall: "Highway Unicorn is about me. Flying down the road, with nothing but a dream."
When word got out that Lady Gaga was releasing a song called "Highway Unicorn," her Little Monsters inundated her with all manner of unicorns, many of which made their way to her various press appearances.