"The Girl That Never Was" was written by Blunt, George Tizzard and Rick Parkhouse. It was written about Blunt and his wife losing a child through miscarriage.
Live performance
On 27 October 2023, Blunt performed the song on the BBC's The One Show. On writing the song, Blunt shared "I'm married. We had aspirations to start a family and...people in my situation have gone through that, you win some battles and you lose some the ones that we have lost we struggle with a bit."