The song was written after the release of May's second studio album, Love Tattoo, which she was promoting on tour at the time of writing.

In the official press release by Decca Records, it was noted that "'Psycho' sees Imelda displaying some of her more disparate influences, as if PJ Harvey's "Sheela Na Gig" had been recorded in the Ace cafe in North London in front of a load of rockers.

"[2] May's following tour of the United States with Jeff Beck promoted the song abroad and in Ireland and the United Kingdom, the song was performed on The Late Late Show[3] on September 10 and Later... with Jools Holland[4] on October 12, respectively.

Filmed on a higher budget than her only previous music video, "Johnny Got a Boom Boom", the promotional music video for "Psycho" is aptly set in a mental institution and features May as a nurse delivering patients with medication.

The video also features The Imelda May Band performing in a solitary confinement room.