Speaking on the UK program Songbook, Albert Hammond explained that Turner is one of his favorite artists, and said of recording the song: "I'd just come in from Los Angeles, and I was so jet lagged and I just couldn't sleep and it was like 5 in the morning and I knew they were picking me up at 8. And I finally fell asleep. And when my publisher knocked on the door, I said, 'I can't go.' I was supposed to meet Graham Lyle for the first time down at his house down south somewhere. He said, 'Look, we've set this up a long, long time ago. You have to do it.' So I said, 'Okay, fine.' I had a shower, he drove me down, I had some coffee with Graham, went up to his little studio at his house. He gave me this beautiful guitar to play and said, 'I'll be right back. I'm just going to get another guitar.' And while he was gone I started to go (strumming guitar and singing), 'I don't want to lose you.' For no reason. (singing) 'I don't even want to say goodbye.' And he walks in and he says, 'What's that?' And I go, 'I don't know.' 'Put it down on tape.'
So I put it on tape and then he says, 'You know, this little verse before you came.' And he goes (playing guitar), 'da da dee da da da dee da da.' And I thought, Wow, good, well all we have to do now is put that verse to my little chorus and we have to find a way to do that. And so this is how it ended up being."