"Pray" emerged from Sam Smith's profound experience spending time in Iraq with the charity War Child, which opened their eyes to the wider world and other people's lives. This journey inspired them to speak more directly about the times they live in, echoing Nina Simone's sentiment. Smith hoped the song would be a companion for listeners during "deep dark nights of confusion and loneliness." Released as a promotional single from their second album, The Thrill of It All, it carries a weight of newfound understanding and empathy. It plays like a heartfelt offering of solace and shared vulnerability.