On its lyrics, Halsey expresses about a complicated relationship which was deteriorated by her medical issues, a recurrent theme in The Great Impersonator.

[2] Since then, she started a countdown on social media for the album's release, with her impersonating a different singer every day and teasing a snippet of the song they inspired.

[3] On October 9, she dressed up as the English singer-songwriter Kate Bush and shared a snippet of the song "I Never Loved You", while announcing she would be releasing it as the fourth single from the record on that night, following "Lucky", "Lonely Is the Muse", and "Ego".

[3] The verses of the song focus on Halsey's medical issues, a lupus and T cell deficiency diagnose that she shared with her fans over the course of the singles from The Great Impersonator.

[9] In a The Great Impersonator review, the Stereogum critic Katherine St. Asaph did not find similarities between "I Never Loved You" and Bush, although opined that the background vocals were reminiscent of those from the Trio Bulgarka on The Sensual World (1989).