The song was written by Jess Glynne, Ed Sheeran and Steve Mac.

"Thursday" was written by Jess Glynne, Ed Sheeran and Steve Mac.

"[2] Reviewing Always In Between for Rolling Stone, Maura Johnston wrote that the track "gently blooms from acoustic balladry into starlit pop anthem", praising the singer's vocal and expressive abilities, stating that "Glynne’s voice growing into assuredness as the self-affirmations pile up high enough to give even the most hard-hearted listener a bit of a boost".

[3] Graeme Virtue of The Guardian described the song as a "sombre ode to self-care", stylistically similar to Dido's music.

[5] The official music video for "Thursday" was uploaded to Glynne's own YouTube channel on 15 November 2018 and was directed by Joe Connor.