It was released on 19 October 2017 as the first single from the artist's debut studio album, Oil of Every Pearl's Un-Insides (2018), accompanied by a music video.

[1] Early in the artist's career, Sophie was noted for her reclusive nature, rarely giving interviews and using press photos that obscured her appearance.

[2] She was widely believed to be a cisgender man and was criticized for "gender appropriation" for drawing from hyperfeminine aesthetics and performing under the name Sophie.

[3] "It's Okay to Cry" and the accompanying music video, both released on 19 October 2017, are the first works by Sophie to feature her own face and voice and were interpreted by many as the artist's first public acknowledgement of her transgender identity.

[3] In the self-directed music video for "It's Okay to Cry", Sophie appears for the first time in the artist's own work, singing in front of the sky as the weather changes.