In December 2015, The Rolling Stones gathered in Mark Knopfler's British Grove Studios in West London to record the follow-up to their 2005 album A Bigger Bang. However, within a few days they'd hit a creative block. "We'd gone in the studio to start cutting some new songs," recalled the band's producer since 1994, Don Was, to the BBC. "Around day three we just hit a wall… and Keith suggested that, to cleanse the creative palette, we play 'Blue and Lonesome,' the Little Walter song. Fortunately we ran the tape and it was just awesome."
"The whole mood of the room changed dramatically in those three-and-a-half minutes," Was continued. "So we said, 'let's do another one', and 'let's do another one.' "They just called songs off that they knew and loved. It was very spontaneous. And by the end of the day we had six."
By the end of three days they'd recorded enough songs for a covers album.