In a 2020 Songfacts interview with Raphaella
, she explained how the song came together: "I actually finished 'Closure' on the last day I was there. Most of the sessions I'd had there were very dance-based, which is great, but I think for my own solo music my heart lies in the more synth, alt-pop/downtempo genre, so I was so excited when I walked into Nambyar's place and saw a bunch of hardware synths and we got talking. I'd started the track in my Shoreditch studio but was just never in the right place creatively to finish it. I opened up the Logic Project - we were in Nambyar's super cozy attic studio and I remember specifically it had started snowing out of the window, and we started with 'cold hands, blurred lines.' It's about that last night with someone you've broken up with hoping it will give you closure even though you know it will probably do more harm than good."