It was released with a music video by Columbia Records as the second single from Labrinth's third studio album, Ends & Begins, on 7 April 2023.

"Never Felt So Alone" was featured throughout both the first and second season of HBO teen drama Euphoria, for which Labrinth composes the score and soundtrack.

[6] In December 2022, Labrinth joined Billie Eilish during her concert at the Kia Forum in Los Angeles to perform the song, alongside "Mount Everest", which also featured in the season 2 soundtrack.

[10] Following a teaser video, also posted by Labrinth, fans speculated that Eilish would be featured on the track, though no official confirmation was made.

[9] Shortly after its release, Eilish joined Labrinth for a live performance at the 2023 Coachella Valley Music and Arts Festival.