In “Should’ve Said It,” Camila calls out a former love interest on their poor timing, as she is now in a relationship with someone else. The track appears to be a dig at Shawn Mendes, whom she began dating after breaking up with 2018-2019 boyfriend Matthew Hussey. Despite this, the track is his favorite from the album.

The song title was initially found hidden on a poster that came with a Target Exclusive CD version of Romance. In November 2019, the track was first displayed publicly on Camila’s BMI Repertoire.