The song features a Herb Alpert-esque trumpet solo by Nathaniel Walcott, who is a member of the band, Bright Eyes. "I really wanted a horn part there," Mercer said during a NPR interview. "We were thinking about bands like Steely Dan and Chicago, the sort of classic pop of the '70s. I thought that'd be the perfect surprise instrumental break."
Jimi Hendrix opened for The Monkees on their 1967 tour, and it did not go well. The young, mostly female crowd shouted "Davy" when Hendrix sang the word "Lady" in "Foxy Lady" in honor of who they came to see: Monkees lead singer Davy Jones.