Written by Zooey Deschanel, the song was released as the second single from the duo's second album, Volume Two.

On 9 February 2010, She & Him were interviewed on BBC 6 Music and performed "Thieves" and "Gonna Get Along without You Now" from the not-yet-released album.

One was that played for the BBC interview[2] and two weeks later Stereogum premiered the studio version from the album.

[3] On 9 July 2010, a video of "Thieves" directed by Norwood Cheek was released on Pitchfork Media.

[4] "Thieves" was released by Merge Records on 31 August 2010, with "I Knew It Would Happen This Way" on the B-side of the vinyl single.