This was the first single to be taken from the soundtrack of the film Slade In Flame. The movie charts the history of a fictitious group in the early 1970s called Flame who were played by the real-life members of Slade.
Frontman Noddy Holder penned the song after a long period of touring when he was thinking of home. He told Mark Radcliffe and Stuart Maconie on their BBC Radio 2 show that he was looking out of a hotel window overlooking the Mississippi river with Slade's manager Chas Chandler. The singer was thinking how far the band had come when a big paddle steamer came down the river, all lit up. He uttered, "I've seen the yellow lights go down the Mississippi" and Chandler said, "write that song, now!" So he went next door and after half an hour he came back with the track.