Ellie Rowsell explains: "Blue Lullaby came about because we wanted to strip down some of our more emotional songs from Blue Weekend and see if they hit any different. We also had a really nice moment during the Blue Weekend campaign singing one of our songs with a choir and we wanted to experience that again with a few other songs, especially as there are a lot of harmonies and a lot of vocal layering on Blue Weekend. Hearing multiple voices singing together is an unparalleled feeling to me so I'm happy we got to record this experience and I hope people enjoy it."