The song continues the tradition of The Killers releasing a digital download Christmas single that started with "A Great Big Sled" in 2006 and continued with "Don't Shoot Me Santa" in 2007. Brandon Flowers said it was great to work with two "real professionals" and "would love to work with them again".
The song speaks of Saint Joseph, the father of Jesus. Flowers, Elton, and Tennant take turns in describing the difficulties that he must have felt being the father of Jesus. They also sing of the public attention Joseph would have received and, as the title of the song says, that he did a better job than they would have.