When director Mike Mills invited The National frontman Matt Berninger to collaborate, it spawned two projects: The National's I Am Easy to Find album and a 24-minute short film of the same name directed by Mills. Alicia Vikander has the starring role in the movie, which tells the journey of a woman from birth to death. However, when it came to writing the songs that accompany the film, the band didn't specifically write from a female perspective. Berninger told Uncut: "We were not gender casting any of these songs. We're all writing about the same people. Which is us - but also these blurry characters that were all in this constellation, in this film, all centered around this one woman, this one so."
This vulnerable song is about embracing uncertainty in a relationship. The lyrics were written by Berninger's wife, Carin Besser. "When Carin was writing Hey Rosey," the singer said, "part of it I know was about me and my drinker's complexion - it all becomes slightly amoebic and interchangeable when you put it through a different perspective."
Mills' input resulted in a change to the way The National write their material. "You can hear it on Hey Rosey," keyboardist Aaron Dessner explained. "That was all mapped out, then he (Mills) said, 'Why don't you improvise piano at the start?' Matt would never embrace the idea of me improvising piano! We went down quite a long tangent. Then Bryan (Devendorf) replayed the drums. We ended up in a place that I much preferred."