This song finds Rae Morris dissecting a crumbling relationship. She wrote the song with Londoner Benjamin Garrett (aka Fryars), who also duets with her on the tune. Fryars was discovered by Mika online and co-penned with him his "Celebrate" "Make You Happy" and "Lola" tracks.
Morris told DIY Magazine the story of the song: "I wrote 'Cold' with my friend Fryars and I actually just went around to his house in Golders Green one day, and we just wanted to write," she said. "We had the idea of doing a proper classic duet – like Nancy Sinatra and Lee Hazlewood – as we felt like people don't really do that anymore, they do a lot of collaborations. I've been on quite a few, so this felt like we were doing something that was a definite half and half split. We had a lot of fun doing it and it was a real tongue-in-cheek tale of two lovers, but we kept it lighthearted."