“Have Yourself a Merry Little Christmas” is Phoebe Bridgers' own spin on Judy Garland’s 1944 classic of the same name. The original was written by Ralph Blane and Hugh Martin for Garland’s 1944 movie, Meet Me in St. Louis, and Bridgers covered it a month before Christmas Eve of 2017.

The track was used in Bridgers' EP released in 2020, If We Make It Through December, a COVID-19 inspired musical work.