In 2018, it was announced that Malmsteen had signed with Mascot Records, with a new studio album expected the following year. In 2019, Malmsteen released "Blue Lightning", featuring blues rock songs - mainly covers - with Malmsteen's virtuoso playing. As Malmsteen was quoted: "I've been asked to do a blues album for the last 30 years . . . this time I finally said, 'Sure, why not? Let's try it!' I just didn't want to be stuck in the standard, pentatonic, play a 12-bar thing. I didn't want to do that."