All the Things I Never Said includes reworked versions of two of the band's earliest songs, "The Tide" and "Heavenly", alongside new tracks, "New Year's Eve" and "My Obsession".

[1][2][3][4] These demo tracks were produced prior to guitarist Hugo Silvani and bassist Charlie Wood joining the band,[4][5] and upon their initial release, they caught the attention of XFM radio broadcaster John Kennedy.

[6] Around the time of the band's signing, Matty Healy of the 1975 took an interest in the group and helped them refine their sound by co-producing their first two singles, "There's a Honey" and "Television Romance".

[9] The EP opens with "New Year's Eve", a "shimmering dance-tinged" track[10] whose lyrics explore, in part, the difficulty in establishing a rapport with not only a romantic partner but also with their friends and family.

[15] Musically, the song "features Pale Waves' signature elements of gloominess backtracked by an upbeat instrumental and a catchy chorus".

[15][23] In an interview with The Fader, Baron-Gracie explained, "I wanted to create an uncomfortable, voyeuristic experience for the viewer, making them feel as if they were intruding on a world they shouldn't be a part of.

"[24] On January 31, 2018, "The Tide" premiered on Lowe's Beats 1 show as part of his "World Record" feature, with the song's digital release occurring the next day.

The EP's final single, "Heavenly", premiered on BBC Radio 1's Annie Mac show on February 19, 2018, earning the title of "Hottest Record in the World.

[1] Dave Beech of The Line of Best Fit awarded the album an eight out of ten, describing the EP as "four tracks of effortless indie-pop; its silky-smooth pop licks and sugar sweet vocal delivery masking a darkness that seems inherent to Pale Waves’ genetic make-up."

While noting that some listeners might dislike the record's overt pop sensibilities, Beech wrote that it is "impossible to deny how much fun [Pale Waves's] music is".

[33] Aurora Henni Grogh of Riot magazine wrote that the album was rich "with heartfelt lyrics that take us through the bitter-sweet landscape of romance", and that the EP as a whole "makes you wish you were young and in love".

[34] Ally Tatosian of MXDWN wrote that, with All the Things I Never Said, Pale Waves "have created their own twist on the classic happy-sad vibe most indie-pop bands have successfully aged over the years".

[38] DIY similarly called "My Obsession" "another storming goth-pop sensation" whose "crunching riffs, jangly guitar melodies and a killer pop hook [explode] seemingly from nowhere".

[41] Writing for The Line of Best Fit, Laurence Day wrote that "Heavenly" is "effortlessly charming from start to end", with an "euphoric chorus built to soundtrack memories of misspent youth and summer frolics and classic coming-of-age movies from decades past".