Ben Burnley stated that the lyrics were inspired by the movie 28 Days Later, where a rage hormone can be transmitted like AIDS and is set loose in England. The music was originally a little faster tempo and was played as a live song called "Always."
Breaking Benjamin lead singer Ben Burnley was in New York when he wrote the song. It was wintertime, really cold, and the singer was lonely. Stuck in a Manhattan hotel, he felt cut off from the world as he tried to write the We Are Not Alone record. It was a difficult time for him. "So Cold" took off, becoming Breaking Benjamin's first platinum record. Looking back at the song in 2020, Burnley told Apple Music: "I'm glad I was in that dark space, because I owe my whole career to it."
The song holds the record for the most weeks spent on Billboard's Mainstream Rock chart with 62 weeks.
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