Sharon Jones and the Dap-Kings initially planned to release their sixth album, Give the People What They Want, in August 2013 but the band was forced to delay it until the following January after doctors diagnosed their frontwoman with bile-duct cancer. The opening track finds a spirited Jones singing:
"Play with me and you play with fire.
I can make you pay.
I burn you up.
This is my desire."
Jones told Relix magazine in January 2014: "When we recorded the song last summer, I was just getting sick, not realizing what was going on. When we first did that song, the meaning was that I'm talking to this guy saying, 'I see you comin', don't mess with me, play with fire and I'll burn you up.'"
"Now that I've been sick and I've seen the animated video [for the song], 'Retreat!' is what I'm telling my cancer," she continued "When I look at the video and see the little wolves running behind me, they're like the cancer trying to catch me, and I overpower them. I have my strength back, got my mic and I'm like, 'Hello, world. Here I come.'"