The song was originally written by guitarist Andy McCoy in the 70's under the name "Never Get Enough". McCoy worked on the song on the piano for years, but it was never fully completed. In the Fall of 1983, a raw demo version was made, and when the pre-production for the album Two Steps From The Move started, the song was again brought out. Musician Pete Brown was also present for some of the writing process for the album and wrote many lyric himself. Although the only piece of lyrics that were used are "Smoked a lot of sky, drank a lot of rain", which are featured in "Million Miles Away".
The song features a saxophone-solo by singer Michael Monroe and the guitar solo played by Nasty Suicide, rather than Andy McCoy. At live performances Andy McCoy would often play the piano, while the other guitarist would play guitar.
Even though "Million Miles Away" wasn't released as a single (except in Japan), it still remains as one of Hanoi Rocks' most popular and well-known song's. After the death of the band's drummer Razzle, the song was dedicated to him.