The song is the opening track of Clockwork Angels
, an album that is built around a narrative of a young man's journey towards his dreams. Bassist-singer Geddy Lee told MusicRadar.com
: "'Caravan' starts the story off; it's basically about a young guy who's got big dreams, big desires, and a very romantic vision of what the world's supposed to bring him and he can't wait to go out and see it. So he kinda runs away from home, stows away on the back of an airship. In our world airships are trains that fly! And yeah he sets off to find the world."