Songfacts®:

• Marianne Faithfull wrote this raw number about the death from cancer of her former guitarist Martin Stone, who was once given consideration as a possible replacement for Brian Jones in The Rolling Stones. She recalled to Mojo: "He was in a band called Mighty Baby and became a great friend who I got to know through AA meetings. I didn't know anything about his music career. It wasn't the sort of music I like! He had to stop the music business because of the drugs and drink, then had a second career as a rare books dealer."
• Faithfull added that "Don't Go" is also about her close friend, actress/model Anita Pallenberg, who passed away in 2017. "I was desolate when she died," said the singer. "I can't tell you how much I miss her."
  
  Faithfull also pays tribute to Pallenberg on another Negative Capability track, "Born To Live."