In an interview with I Like Music, Ryan Tedder was asked which track he enjoyed laying down the most. The OneRepublic frontman replied: "My favorite song on the record is probably the first track, called 'Say.' We've been careful not to post too much new material up on the web, just because it's so easy to rip stuff off, so nobody's really heard the song, except in our live shows. It's been the most fulfilling. It's just us trying to write the biggest song possible and it really connects with 'Apologize' too, it's like the sister song to 'Apologize' on the record. Sonically there's a similar feeling and vibe. The whole rest of the record, melodically, the feeling that 'Apologize' has, the overall moodiness is present throughout the rest of the record, but 'Say,' the first track is probably my favorite of those songs."
A number of songs on the album such as this one and "Apologize," are about relationships that appear to be in trouble or dying. Drummer Eddie Fisher commented to popentertainment.com: "There is a saying that broken hearts write the best love songs. Although these aren't technically love songs, these are pretty much finding hope out of unhappiness. We want to be able to touch those people with our experiences - musically and just our general life experiences."