A collection of loyal covers of songs performed or popularized by the trio of Frank Sinatra, Dean Martin and Sammy Davis Jr. collectively known as the Rat Pack, Please Return the Evening was the first Daddies album not to feature original music by lead singer-songwriter Steve Perry, and the first in a trilogy of cover albums designed to showcase the Daddies' swing and jazz influences, subsequently followed by The Boop-A-Doo in 2016.

Please Return the Evening consists entirely of cover versions of songs performed and popularized by the "Rat Pack" of Frank Sinatra, Dean Martin and Sammy Davis Jr.

In interviews detailing the project, Perry described Please Return the Evening as "a total labor of love", explaining at great length the influence that the Rat Pack had on the Cherry Poppin' Daddies since the group's beginning, noting that the band regularly played covers from the Great American Songbook even during their earliest incarnation as a punk rock band: "[the Daddies would] be playing and the crowds would be jumping off the stage, and to chill everybody down we'd do a Sinatra tune or something...[that music's] always been in our quiver and we love that kind of vibe".

[4] Starting with a performance in El Cajon, California on May 9, 2014, the Daddies discreetly began selling CD copies of Please Return the Evening exclusively at their live shows.

On July 22, American Songwriter hosted an exclusive music video for the Daddies' cover of "Come Fly with Me", depicting Perry singing the song against various backdrops shot on location in The Bahamas.