“Bad Dream” is an up-tempo R&B song with a sophisticated guitar riff, a plump synthesizer, and a dynamic melody line.

Lyrically, the song is about thinking about one’s past lover alone at night. The rush of memories is being compared to a brewing storm.

In the fictional universe created by EXO, member Sehun possesses the power over “Wind”. Therefore the song can be lyrically associated with him. The song was used in the teaser video released to promote Sehun prior to the album release.