"Don't Go" was written by Vince Clarke, who was the non-singing half of Yazoo, which he formed after leaving Depeche Mode in 1981. Yazoo, who were known in America as Yaz, lasted just two albums, with Clarke and vocalist Alison Moyet each contributing songs but writing separately. Clarke wrote the song quickly because they needed a B-side for their debut single, "Only You." It uses a keyboard riff reminiscent of his Depeche Mode songs, married to a lyric that places Moyet in the role of a jilted lover trying to rekindle the relationship. It's not a deep, meaningful lyric, but the combination of Moyet's husky, powerful vocal and Clarke's insistent synth line make it really memorable. They agreed it was too good for a B-side and made it the follow-up single to "Only You." As for that B-side, they came up with another song that sounds rather similar to "Only You" - "Situation."
At first, Yazoo's singes were released only in Europe. They did very well in their native UK, with "Don't Go" climbing to #3. In America, "Situation" was their debut single and went to #1 on the Dance chart there. "Don't Go" was then issued there and also was a #1 Dance hit. Electronic music did well in the UK in the early '80s, but in America it was mostly appreciated in the club scene and ignored by radio stations. Yazoo didn't bother touring there but they still found a following, with "Only You" enduring as their most popular song.
Yazoo lasted just two albums, breaking up after their second in 1983. Alison Moyet became a solo artist and did very well in the UK; Vince Clarke later formed Erasure with Andy Bell. As for why Yazoo didn't last, Vince Clarke explained to Songfacts: "I think the problem that Yazoo had was that we never really had the foundation of a relationship. We made a single ('Only You'), and the record company said, 'Well, why don't you make a record?' So we made an album, and then we made another album. And so there was no real foundation or history to the band. We kind of fell apart, and I don't regret that happening. It was sad, but I don't think we could have continued working together without probably strangling each other."
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