It was released by Adonis Shropshire along with Bryan-Michael Cox and Kendrick "WyldCard" Dean for Brown's self-titled debut album (2005).

[2] The song is written in the key of B♭ minor in common time with a tempo of 115 beats per minute.

[4] While reviewing soundtrack of Step Up, Heather Phares of AllMusic called this song "wistful" and noted that it gets the film's romantic angle across without interrupting the flow of the more danceable tracks.

A music video for "Say Goodbye," directed by Jessy Terrero, was released July 26, 2006.

The current girlfriend begins to cry as she catches Brown and his new love interest almost kiss.