Frequent Royksopp collaborator and fellow Norwegian Anneli Drecker features on this melancholic song. Drecker hails from Röyksopp's home city of Tromso and among the other contributions she has made to the duo's records was providing the vocals for their 2003 hit "Sparks." Drecker's day job is the vocalist for the Norwegian music duo Bel Canto.
The lyrics for "Mary, Did You Know?" were written by Christian singer and comedian Mark Lowry, after his pastor asked him to write a Christmas musical for their church. Southern gospel musician Buddy Greene later added music to his words.