Lead Singer Corey Taylor explained to Kerrang! July 19, 2008 this song's origins came from a speech he heard. He said: "I was over at (percussionist) Clown's old house and he pulled up a speech by (former US Vice President) Spiro Agnew given in 1970 (the infamous An Effete Corps of Impudent Snobs speech directed at Vietnam War protesters). And when we started putting this album together, that's what we wanted to use as an intro. So I took it and manipulated it and f-ked it up. But then I played it for Clown and he was like, 'That's cool, but wouldn't it be better if you took it and made your own deal about it?'. So I did."
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.