"Miss You", the lead single of the unit's first mini-album, was originally titled "When It Began" and was written as a duet song for SHINee. When SHINee members Onew and Jonghyun recorded the song, which included the rap vocals of member Minho, S.M. Entertainment intended to include the duet in SHINee's 2008 debut album. Due to incompatibility with their album's image, SHINee planned to release the song as a separate single. After a few more image changes, it was decided that the single would be performed by Xia Junsu, Super Junior's Kyuhyun, and Jonghyun. Two months prior to the mini-album's release, Junsu left S.M. Entertainment. The final plan was to include Jay Kim of the TRAX and new SM trainee, Jino, and the song title officially became "Miss You".[unreliable source?]
With Jonghyun, Kyuhyun, Jay Kim, and Jino in the final line-up, S.M. the Ballad debuted their first performance of "Miss You" on SBS's Inkigayo on November 28, 2010. They released their album, Miss You, on November 29, 2010.
On February 12, 2014, the members of SM the Ballad – with the exception of Changmin and Yesung – held a joint recital concert, performing the new songs from their album. Breath was released on February 13, 2014.
On January 4, 2011, S.M. Entertainment, together with NEOWIZ Internet Corporation, Ltd, released an iPhone application which features S.M. the Ballad's first mini album Miss You. The app includes preview tracks of the album, an image gallery and clock, as well as the music videos for "Miss You" and "Hot Times".