This wistful yet uplifting tune was the first song Mac DeMarco wrote for Here Comes the Cowboy. Most of the tracks were written in November 2018 just before he went on tour in Europe, but he started on "All Of Our Yesterdays" seven or eight months before that. DeMarco explained that he "left it sitting with only one verse done for a long time, then finished it up while I was writing the rest of the record."
"All Of Our Yesterdays" is DeMarco's attempt at writing an Oasis song. He explained: "I had just seen a documentary about Oasis before writing this song, and I was trying to write a gigantic rock and roll hit with my renewed love for the band. I didn't really get close to that at all, but I'm happy with the song that came out."
There was a rumor in the Soviet Union that The Beatles had secretly visited the U.S.S.R. and given a private concert for the children of top Communist party members. They believed the song "Back In The U.S.S.R." was written because of the concert. Actually, some fans still believe so.