The song features vocals from American art rock musician St. Vincent, who also serves as co-writer.
[2] "Under Neon Lights" had its world premiere on BBC Radio 6 Music on 22 June 2015.
Douglas Wolk of Billboard complimented the music as well as St. Vincent's vocals, which he compared positively to Talking Heads' album Remain in Light.
[7] John Cameron of We Got This Covered referred to the song as a "stylistic update" to the Chemical Brothers' catalogue.
[9] A second official music video for "Under Neon Lights" directed by Jono Brandel and Zach Richter was published by Within on 12 April 2017.