"Another Nail in My Heart," according to Squeeze singer and guitarist Glenn Tilbrook, began as "another slow number" where he "had the melody line to start with and the band fleshed it out." Among these contributions was bassist John Bentley's suggestion to dub a marimba onto the song's intro. Bentley recalled, "I turned to Glenn and I said, 'That riff would sound really good if you overdubbed a marimba.' ... He just kinda looked at me and didn't say anything, ...so I didn't think any more about it. The next day, we came into the studio and I walked in and there was a classical set of marimbas!" Tilbrook claimed the song would have been "very ordinary" without the band's assistance.