First teased during an October 2019 interview with Entertainment Weekly, “Lucky Me” finds Sean getting introspective and touching upon personal topics like the heart condition he was diagnosed with as a teenager. Sean stated in the interview:

I’ve never talked about certain things in my life. I realized I need to really express some of these things.

Sean previewed the first segment of the song and in November 2019. The second segment of the song was later previewed in March 2020 in the intro of the teaser for Detroit 2.