Songfacts®:

• After parting ways with Columbia Records UK, which released her first two albums, Lissie issued My Wild West through her own label, Lionboy. "Wild West," the album's fourth and final single, reflects the singer's leap into the great unknown. "I'm going rogue in the wild, wild, west," she sings.
  
  Lissie explained her mindset upon her split from the major label: "I want to be happy, I want to sing the songs I wanna sing, whether or not they're hits. I want to express what I'm feeling and get it out sooner than later, because I'll have moved on to a totally different feeling or idea by the time the songs come out. I've been kind of living on the edge a little bit – I'm getting ready to either have a meltdown or a breakthrough."
• Lissie gained a lot of new fans when she sang this on an episode of the Twin Peaks revival in 2017. David Lynch, the show's mastermind, had been an admirer of the singer since she released her debut album, Catching A Tiger, in 2010, and offered her the chance to perform on the show. Lissie was still working on My Wild West when she got the call and decided the title tune would fit the mysterious landscape of the cult classic series. "I knew nothing about the storyline or who was in it," she told Songfacts in 2019. "No one did, it was top secret, so I really didn't know what kind of context my performance would be in. But for some reason I thought 'Wild West' seemed like a good one because it's a song about stepping out into the unknown and if anything, I feel like there's a lot of unknowns with Twin Peaks."
• Lissie wanted her performance at the Twin Peaks Roadhouse to seem like a real live gig, so she made some changes to the song. She told 25YL: "I wrote a different version of the song that was more stripped back from the album version so that when we went and played it in the Roadhouse, we could convincingly show up and appear to have each part of the audio recording represented on stage without background and overdubs. So it looked real, all live bass and guitar and drums."