The song was released as a digital download in the United Kingdom on 29 August 2010, where it debuted at number-one on the singles chart; also peaking at number five in Ireland.

"[4] Murs said he was excited to be releasing the single, stating that it was important to him that it was an original song, and that he wanted it to be different from his performances on The X Factor.

The video shows Murs pursuing a young girl who is playing hard-to-get at a large party.

[4] Nick Levine from Digital Spy described "Please Don't Let Me Go" as "a lovely summery reggae-tinged pop tune that bobs along in a thoroughly hummable and not un-Will Young-like fashion" and said that the music video "is just as quintessentially pleasant".

"[8] Murs promoted the single with live performances on a number of TV shows in the run up to the single's release, including GMTV, The Michael Ball Show, This Morning, Stephen Mulhern's Magic Numbers, Suck My Pop and Live from Studio Five.

Later performances of the single came during promotion of the Olly Murs album in the winter of 2010, at T4 Stars of 2010 and that year's Christmas Day edition of Top of the Pops.

After the single debuted at number one, he then went on to fulfill his promise for the magazine, appearing naked in the 14 September 2010 issue, with a trilby hat covering his modesty.