This song dives into the emotions driven by a person needing salvation from the feelings of shame and rejection when opening up to another individually about a deep-seated struggle. Guitarist Anthony Armstrong explained: "It's simply about being vulnerable. When you trust someone and show the demons you have hidden away in your life, there is a fear and likelihood of scaring someone away."
Jimi Hendrix opened for The Monkees on their 1967 tour, and it did not go well. The young, mostly female crowd shouted "Davy" when Hendrix sang the word "Lady" in "Foxy Lady" in honor of who they came to see: Monkees lead singer Davy Jones.