The song was originally composed and recorded by Australian band Flash and the Pan and included on their eponymous 1979 debut album. In 1981 it was covered by Grace Jones, who included it on Nightclubbing, her second Compass Point album and later released as the last single from the record. The song was released in various remixes, among them a 7:30 12" mix including additional vocal overdubs, still unreleased on CD. The B-side, "Peanut Butter", credited to the Compass Point All Stars, was actually an instrumental dub version of "Pull Up to the Bumper", which was unavailable on CD until 2014 when her album Nightclubbing was remastered. "Walking in the Rain" was included in Jones' music documentary A One Man Show, and a snapshot from the video was later used as the cover of the 1985 Warm Leatherette reissue.