Produced by Jay Joyce, it was released as the third single from the band's third studio album Melophobia on August 26, 2014.
Singer Matt Shultz has stated that the song is inspired by a "personal experience" and that the words came to him naturally.
[1] After he began writing, Shultz phoned the album's producer who stated "Matt, finish the song right now!
[1] The official music video for "Cigarette Daydreams" was directed by Mark Pellington and released on September 5, 2014.
[2] The video stars actress Juliette Buchs – who later became the wife of Cage the Elephant frontman Matthew Shultz – as a woman struggling to find peace in her life, interspersed with various scenes of her running away from an unknown entity.