In an interview with American Songwriter, Billie said:
“It was written directly after a phone call with my dad, who’s very much my point of call if I need some help. He’s very wise and also slightly socially inept. He will take everything very literally. If he’s giving advice, it will be very succinct and to the point. There will be no crap around it. He’s the most emotionless emotional man I’ve ever met. I rang him up, and I was at a point of crisis and losing myself in the midst of it all. I felt incredibly down. It was one of those bad episodes. He said, ‘Get off the phone with me. Go and write ‘this too shall pass’ in really big letters and stick it on your wall. Then, he said, ‘The black dog will go away.’ That’s all he said. I said I loved him, put the phone down, and wrote that out.”