Don't Look Down was originally scheduled to be released in the fall of 2011, under the name 'Invinsible.' After scrapping the project, Grey found her comfort zone again by collaborating with hit songwriter J.R. Rotem. "He had invited me to come to the studio to sing something for him and it was the first time we met," she told Rolling Stone. "We really hit it off and a couple of the best songs on the album [this cut and "Religion"] came from those sessions."
John Lennon's lead guitar work on Yoko Ono's "Walking On Thin Ice" proved to be his final creative act. It was upon their return home after completing laying down the track that Lennon was murdered by Mark David Chapman.