“Believe What I Say” was first previewed with a snippet posted on Kanye West’s Twitter account in a tweet on September 26, 2020. The song samples Lauryn Hill’s 1998 song “Doo Wop (That Thing),” from her debut studio album, The Miseducation of Lauryn Hill.

The song was later previewed officially during Kanye’s third public listening party for Donda ahead of the album’s release.