It was released on December 22, 2020 via S-Curve Records as the third single from the band's fourth studio album OK Orchestra.

[6] "My Play" is composed in 44 time signature in the key of C-sharp minor and follows a tempo of 79 beats per minute (bpm).

The instrumental composition heavily layers detuned sped-up female vocals, an 808 MPC/drum kit hybrid, several guitars, and violins to create a "big, cluttered, panicky headache".

[7] The video "acts out imaginative scenes of childhood, featuring adventures on dinosaurs, in outer space, under the sea and more before a moving box-filled depiction of divorce triggers confusion and anger".

"My Play" made its live debut during virtual concert AJR's One Spectacular Night on December 26, 2020.