This song is about the death of Lucinda's former manager Frank Carrali while she was away on tour. She told the website Elsewhere: "We were in Copenhagen when we heard of his death. The song is very literal. I'm, proud of that one, lyrically. It was snowing a little bit and we had the night off and found out about it. Tom (Overby) and I and our tour manager at the time walked down the street from the hotel and went to a bar and I ended up talking to these people all night, drinking and crying and trying to deal with the suddenness of it."
Kacey Musgraves originally offered "Follow Your Arrow" to her friend Katy Perry. However, Perry thought Musgraves should record the song herself as it seemed, "like something that you would totally say."