This is the fourth track on Drones, a concept album about the journey of a man who loses all hope after the tumultuous end of a relationship. He becomes vulnerable to the oppressive forces and is indoctrinated into becoming a human drone. Frontman Matt Bellamy explained: "The opening line of 'Mercy' - 'Help me, I've fallen on the inside' - is a reference to the protagonist [of the album] knowing and recognizing that they have lost something, they have lost themselves. This is where they realize they're being overcome by the dark forces that were introduced in 'Psycho.'"
Muse played this for the first time at the I Heart Radio Theater in New York on May 9, 2015.
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