This song features the voice of Angel Olsen, whose 2016 album My Woman
is one of Mark Ronson's favorite records. He recalled to Apple Music
that he first heard her music through the wall at a Pilates class he was going to; the Anglo-American musician was so entranced by it, he asked the dance instructor what the song was. He then bought Olsen's album and "played it to death."
Having become a fan, Ronson wanted to recruit Olsen for Late Night Feelings
, so he got her to send him a voicemail. The melody she sent, he recalled, was her "singing at an organ, I think in her house, and it sounded like it could've been a little aria or some kind of mermaid in the '30s." After listening to it, Ronson thought, "If she lets me put a drum beat behind this, this is gonna be like ABBA on quaaludes or something."
So Olsen came in the studio and laid down her vocals. It turned out as well as Ronson anticipated and he described the end result as "kinda is a little bit like ABBA produced by Nick Lowe on quaaludes."