A snippet of "Never Felt So Alone" was first heard in the HBO teen drama Euphoria episode "Trouble Don't Last Always," which aired on December 6, 2020. "Trouble Don't Last Always" is a special episode of the HBO television series, which aired after the first season had concluded. It focuses primarily on the character Rue, played by Zendaya, and takes place after the events of the first season finale. Labrinth sang just one line in the snippet over an atmospheric background, but fans craved more of it. Later, he expanded the track and added a special co-vocalist: Billie Eilish.
During an interview with Eddie Francis on Apple Music 1, Labrinth discussed the creation of "Never Felt So Alone." Originally, he and Eilish's producer brother, Finneas, worked on the song, but Labrinth felt Eilish's gothic sound would take it to the next level. He suggested the idea to Finneas and received a positive response. Eilish herself is a fan of Labrinth's music, and when she heard the track, she was all in. "That was big for me because I felt like we both get each other musically," Labrinth said. "It didn't feel foreign to me, and I love what she's done on the record."
The powerful ballad captures Rue's feelings of isolation and despair, and her messed-up relationship with Elliot. Her life was already jacked up, but meeting Elliot at a house party just made everything worse. They used to be tight, but by the end of season 2, it was a whole different story. Eilish and Labrinth performed the full song together for the first time when they hit the stage at Eilish's mid-December 2022 stop in LA during her Happier Than Ever tour.
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