After the failure of the band's previous album, "Sweets from a Stranger", Squeeze's record company, A&M, asked them to make a new single. Glenn Tilbrook already had put together two songs, "Action Speaks Faster" and "Annie Get Your Gun". He then asked the rest of the band to pick the one to be recorded, resulting in "Annie Get Your Gun" being unanimously chosen. The band was then sent to producer Alan Tarney, for whom Tilbrook played the song. When the band was brought back by Tarney they found the producer had already completed the backing track to the song, only needing Tilbrook and Chris Difford's vocals.