Guitar player Mikkel Lentz said the band programmed new beats during the mixing process as they wanted to experiment a bit more with this album.

[2] While the band's previous albums relied heavily on soft rock ballads, Nothing to Lose contains a rockier sound intended to suit the European market.

[3] Bass guitar player Søren Madsen debuts as songwriter on the track "Magic".

The song was "written especially for the United States" according to lead singer Jascha Richter.

It is the last studio album to feature bassist Søren Madsen, who left the band three years after.