A number of reviewers have commented that the French horn-led orchestral breakdown on this song about not fitting in, is producer Trevor Horn's finest moment on the album. Horn told The London Times September 26, 2009 how he approached helming Reality Killed the Video Star: "Robbie's songs are anything but formulaic, so I needed to be creative," he said. "Robbie would always tell me if he didn't like something I did. But all of what I do is designed only to make the singer sound good. With too many records these days the production comes first, so they sound like they come out of a tin."
Kacey Musgraves originally offered "Follow Your Arrow" to her friend Katy Perry. However, Perry thought Musgraves should record the song herself as it seemed, "like something that you would totally say."