It was released by the Leaf Label digitally and as a 12" vinyl EP on 20 November 2015.

[1] In an interview, saxophonist Shabaka Hutchings states that the music for Prophecy began out of jam sessions with Dan Leavers on synths and keys and Maxwell Hallett on drums.

[2] The band elaborate on this in an interview with The Quietus, saying how the music was composed in the studio whilst recording in a three-day session.

[3] "Neon Baby" was initially released as a digital single accompanied by a music video featuring imagery from science fiction and B-movies, which can also be seen in the titles of the tracks on Prophecy.

[1] A music video for "Do The Milky Way" was released along with the album, premiering on The Quietus[4][5] All tracks written by King Shabaka, Danalogue the Conqueror and Betamax Killer, except "Final Days Of The Apocalypse" written by King Shabaka, Danalogue the Conqueror, Betamax Killer and Joshua Idehen.