The fourth Desert Sessions EP was recorded in sessions between June 23 and 26, 1998 at Monkey Studios in Palm Springs, California. The sessions were produced by Josh Homme, engineered and mixed by Homme and Steve Feldman, and featured a total of twelve credited musicians: Homme (drums, guitars and vocals), Larry Lalli, Craig Armstrong (both bass), Boomer (guitars and keyboards), Alfredo Hernández, Tony Tornay (both drums), Loo Balls, Chris Goss (both vocals), Jesse Hughes (guitars), T. Fresh (turntables), Nick Oliveri and Mario Lalli (both guitar and vocals).
Volume 4 was initially released alone on vinyl by Man's Ruin Records on September 22, 1998. It later received a re-release with its predecessor, Volume 3: Set Coordinates for the White Dwarf!!!, on CD on October 27, 1998 as Volumes 3 & 4.
Music website AllMusic awarded Volume 4: Hard Walls and Little Trips three and a half out of five stars. Writer Ned Raggett said the following in his review of the album: "it's furry classic FM/bonghit-inspired action as usual on tracks like "Monster in the Parasol" and "Hogleg," plus the intentionally stupid punk-thrash "Jr. High Love"."