Much of Mumford & Sons' lyrical content has a strong literary influence, the Sign No More album name deriving from Shakespeare's Much Ado About Nothing. This song, for instance draws heavily from the John Steinbeck novel Grapes of Wrath. Frontman Marcus Mumford explained the influence of the Great Depression set classic on the song's chorus in an interview with American Songwriter: Said Mumford: "One conversation that I remember is when Ben (Lovett keyboards) and I were sitting with a piano and guitar and we were working at the skeletal verse and chorus for 'Dust Bowl Dance.' We were sitting and I remember he came with these chords and I said 'Alright, let's try to write something around that. Those are great chords.' And I'd just finished Grapes of Wrath and was feeling pretty 'wrathful' (laughs). And I remember we talked about what the chorus should be about."
The song title alludes to a severe drought that affected the South Western Great Plains region of the United States during the 1930s. The drought brought the arid region to its knees and turned it into a vast dust bowl. Thousands of farm families were forced to flee west and scratch a living anyway they could. Grapes of Wrath focuses on the Joads, a poor family of sharecroppers trapped in the Dust Bowl who set out for California seeking jobs, land and a future.