This moody track was written by blink-182 bassist and vocalist Mark Hoppus and Fall Out Boy bassist Pete Wentz for the Tim Burton directed Disney movie Alice In Wonderland. It features on the soundtrack Almost Alice, a collection of songs inspired by the film. The song addresses Alice as Hoppus sings about a "world filled with the lies of people."
Wentz told MTV: "[It] sounds nothing like Blink or Fall Out Boy. Mark understands songwriting on a completely different level. It's awesome to have a chance to sit in a room with him and watch him work out a melody."
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."