Heads Up was produced by Warpaint and Jake Bercovici, who had previously worked with the band on their debut extended play, Exquisite Corpse (2008).

Vocalist and guitarist Emily Kokal collaborated with folk musician Paul Bergmann, contributing vocals to Bergmann's extended play Romantic Thoughts (2015);[2] vocalist and guitarist Theresa Wayman formed a supergroup, BOSS, with Sarah Jones of Hot Chip and Guro Gikling of All We Are, and recorded material for a solo album;[3] drummer Stella Mozgawa recorded with Kurt Vile, Cate Le Bon and Kim Gordon;[4] and bassist Jenny Lee Lindberg released her debut solo album, Right On!

[5] In an interview with NME in early 2015, Warpaint declared its original intention to release single songs over a period of time in lieu of a third studio album.

Describing the process of recording individually, Mozgawa said: "The doors were a little more open in terms of what was accepted and what wasn't, because we were sharing ideas so rapidly between us"; Lindberg said that each member "was allowed to have their space, time and creative freedom with songs".

[14] Crack considered three of the album's tracks ("New Song", "So Good" and "Dre") as alternative pop "potentials", which are "a reflection of the times … dealing in moody atmospherics and left-of-center reworkings of mainstream trends".

[15] Describing Heads Up just prior to the album's recording sessions, Mozgawa said her rhythms were "a little more dancey" and "a little higher on the BPM scale" in comparison to Warpaint's earlier material.

[16] Kokal further described the album's rhythms as "dancier, faster and fun", noting that Heads Up best captured the "spirit" of the band's live performances.

The album was announced in an official press release on August 1, 2016,[11] however, several Japanese online retailers—including Amazon Japan and Tower Records Japan—listed it for pre-order three weeks prior.