Early iterations of this tune were titled "Sad" and "SuperXero" on the band's late-'90s demos. In a 2020 Billboard interview, Shinoda explained how the song came together. "'By Myself' was our attempt to do the softest verses and every other parts of the song be the nastiest, loudest sounds we can. And so it was drawing more from like, Nine Inch Nails and Ministry, than some of the more nu-metal stuff," he said.
Shinoda and Bennington laid down the track in a makeshift studio in the rapper's apartment, a far cry from their future sessions at NRG Recording Studios for Hybrid Theory. "I remember doing the demos for that song in my apartment in Glendale, in the LA area, and my neighbor just f--king hated me," Shinoda recalled. "The walls were paper-thin, Chester's screaming the chorus, and they must have thought we were murdering somebody in the room. We were both just shouting, and I'm going, 'No, LOUDER!' And my neighbors would bang on the wall at 10 pm every night to tell us that it was time to go to bed, basically. And thus, we would record all the way up 'til 10, and then you'd hear a thumping on the wall. We've got our headphones on, we're doing our thing, and they're literally punching the wall, trying to get our attention and tell us to shut the f--k up."