Following the live debut of the song with Little Simz at Coldplay's Glastonbury Festival set in June 2024, Variety reported that Burna Boy "has a verse" while Elyanna "assisted with vocals".

[6] On 6 August, the band announced "We Pray" via their social media as the second single from their tenth studio album Moon Music, along with its release date.

[8] Shortly after, a 30-second preview of the song—containing "part of [Little Simz's] (verse) and Chris Martin singing the chorus"—was uploaded to their YouTube channel.

[19] "We Pray" is an alternative hip hop song,[2] comprising "hip-hop beat[s] [...] auditory layers composed of percussion loops, bass hits, and ad-libs".

[22] Aaron Williams from Uproxx praised the song as an "operatic, epic-sounding anthem that finds [Coldplay and guest artists] reflecting on their hopes for the future and fears of the present, manifesting greatness amid adversity".

[14] HotNewHipHop's Elias Andrews appreciated the collaborative nature of the track, set on "a warbling bass line underneath and a massive string section".

[23] Ranking "We Pray" as one of the best releases of the week, New Zealand Listener called it "a life affirming chunk of memorable, lyrically catch-all pop which touches a lot of musical bases".

[6] Little Simz and Elyanna joined them onstage, while short clips of Burna Boy's verses were screened in the background.

[30] An intimate Sirius XM concert was held on October 7 to promote the album, at the Music Hall of Williamsburg in Brooklyn, wherein the band performed "We Pray" with Elyanna and Tini to an audience of "600-or-so" people.