“The Thrill is Gone” is one of the first songs to be released from RAYE’s debut album “My 21st Century Blues.” The song has the same title to the blues artist, B.B. King’s “The Thrill is Gone” which RAYE hinted that the album would be heavyly influence by this genre with promotional posters during 2022 before the release of “Hard Out Here.”

The song was first teased on RAYE’s Instagram Live on June 30, 2021 amongst multiple other songs and perfomed a year later on RAYE’s tour “My Story So Far”