Songfacts®:

• When Dave Mustaine first started Megadeth after getting fired from Metallica, he got together with a guy called Robbie. Mustaine recalled during a Hardradio.com Shockwave podcast: "He was playing these really weird chords that I used in the song 'Looking Down the Cross.' And I was always really interested in those chords. And I was kind of goofing around a little bit and came up with the progression that ended up being the embodiment of the verses for 'Dance In The Rain.'"
• This features a vocal contribution from Device and Disturbed frontman David Draiman. It came about when Mustaine was at Draiman's house listening to Device and some of the Trivium record he had just produced. "I just had this idea," the Megadeth frontman recalled to Ultimate-Guitar.com. "I just said, 'Hey, you know what? Why don't you sing this end part here?' It's supposed to be like 1984 and the whole song is about how society is going to the dogs and how people have to work more and more and more and more to be able to make ends meet. And at the very end it's like, "OK, here we go. 'Endgame'." The loudspeakers are telling you what to do and my voice going from me being the main character to being the voice in the speaker just wasn't as cool as having a guest. When David did it, it was like, 'Oh my God, dude. You totally nailed this.'"
• The idea for the song came about after Mustaine and Draiman had had lunch together and the Megadeth leader had seized a handful of fortune cookies. "I grabbed a fortune cookie," he recalled during the Hardradio.com Shockwave podcast, "and I threw the fortune down, I grabbed another one, and I threw the fortune down. And I picked them up in the reverse order that I opened them [in]. This was really important, 'cause the one I picked up first was actually the second one I opened, and that one said, 'Learn to dance in the rain instead of waiting for the sun.' Something like that. And the first one said, 'An unexpected random gift is coming to you immediately.' So if I would have opened it right, it would have said, 'An unexpected gift is coming to you. Learn to dance in the rain instead of waiting for the sun.' And I was, like, 'Oh my God! That is so cool.' I don't believe in luck and all that stuff - I believe things happen for a reason - but I've gotta tell you, man [laughs] - I sure believe in that fortune cookie."
• Megadeth performed the song for the first time live on July 13 2013 in Lubbock, Texas. David Draiman joined the band on stage to contribute guest vocals.