The song tells the story in which the narrator's girlfriend leaves him because "a big band is far better" than himself. He attempts to win her back by writing her a song, but when he goes to her house to show it to her, he instead finds himself falling in love with her sister.
During the recording sessions for The Madcap Laughs, for the session on 17 April 1969, Barrett brought in fellow musiciansJerry Shirley, drummer with Humble Pie, and Willie Wilson, Jokers Wild's drummer, although for this occasion he was playing bass. Working in Abbey Road Studio 2, the musicians recorded "No Man's Land" together, then they recorded a song Barrett had written in a few minutes, "Here I Go" – the song required no overdubs of any kind. The session for these two songs only lasted three hours.