It was released as a digital download and for streaming through Polydor Records on 11 October 2018 as the second single from their compilation album, Odyssey.

[1][2] The song was written by Gary Barlow, Howard Donald and Mark Owen, and produced by Stuart Price.

Clash gave a positive review of the song stating, "A personal highlight is 'Out of our Heads', as Barlow and co pay homage to the jumpin-jazz era of the 50s."

It is described as being a favourable cross between Paolo Nutini and Ray Charles.

[3] A music video to accompany the release of "Out of Our Heads" was first released onto YouTube on 2 November 2018 at a total length of two minutes and fifty-seven seconds.