It was released on March 10, 2014, as the fourth and final single from Musgraves' debut album, Same Trailer Different Park (2013).

It’s just like about getting over that hump, that hard part where you feel like you’re just going to die because this person’s not there anymore.

Nobody wants to feel naked or uncomfortable, and removing yourself out of a situation that you know is probably not right is really hard, but it’s something that you just have to do.”[1] Instruments used in this song include guitar, banjo, piano, and pedal steel guitar.

Taste of Country contributors praised how the "understated" love song "takes a familiar experience and makes it sound very unique and very fresh," and "expresses how many feel as they begin to get over a broken relationship," noting that "It’s nice to have a song like this that doesn’t involve violence."

[2] Daryl Addison of Great American Country called it one of the four best songs on the album, saying, "The songwriting is consistently superb while stories tend to take on different angles, as in, “Keep It to Yourself,” a deeply empathetic anti-love song where she’d really just rather be left alone in order to move on.