Kennerley initially pitched this to his future wife Emmylou Harris
along with "In My Dreams," a 1984 single that earned her a Grammy Award, but she didn't feel it was the right fit for her voice. She suggested it might work for The Judds, an act Kennerley never considered for one simple reason.
"The Judds didn't exist when I wrote 'Cry Myself To Sleep,' and that was really just an experiment," the songwriter explained in The Billboard Book Of #1 Country Hits
. "I'd been doing so much wordy writing for a couple of concept albums. I really wanted to get away from that and get down to a basic, almost like a Don Gibson, kind of writing - a sad song, but at a fast tempo, with a stripped-down lyric. That was how I started out with 'Cry Myself To Sleep,' and it had a very bluesy sort of a lick."
Once Kennerley met with The Judds' producer, Brent Maher, he still wasn't convinced the song was right for them, so he played a couple other country-type tunes first and tacked "Cry Myself To Sleep" on at the end. As it turned out, it was exactly what Maher was looking for and he immediately brought it to Naomi and Wynonna.