The EP was released via SoundCloud on 24 September 2014, to coincide with the start of Minogue's 2014–2015 Kiss Me Once Tour, where a specially produced short film was played before the beginning of the show.

In 2013, Australian singer Kylie Minogue announced she had signed a management deal with Roc Nation, an entertainment agency handled by American rapper and businessman Jay-Z.

[8] Garibay's intention in working with Minogue is to create music that resonates with her existing fanbase while also attracting a new generation of listeners, rather than attempting to reinvent her image.

[10] Garibay believed the decision stemmed from a misalignment between his creative vision and Roc Nation's plans for Minogue, and the material deviated significantly from her previous releases.

[16] John Earles of Classic Pop opined that the inclusion of dancehall and reggae demonstrated Minogue's clear connection to the prevalent style of her then-management company, Roc Nation.

[21] Critics highlighted "Chasing Ghosts" as the EP's most sonically distinct track, differentiating it from the others by including male rap verses and ska influences.

[23] The EP chronologically charts the stages of heartbreak through a cathartic dance narrative: beginning with a moody and devastated state, the listener progresses through the various phases of healing.