The collaborative album was first hinted at in an interview with Mark Kozelek in the January 2015 issue of Uncut magazine, and officially announced on April 27, 2015, by Jesu frontman Justin Broadrick via Twitter. In the tweet Broadrick said, "A lot of questions about a new Jesu record, I've been working on it for some time, it's a collaboration LP between Sun Kil Moon and Jesu."
The album grew out of a long-standing relationship between Broadrick and Sun Kil Moon frontman Mark Kozelek. Kozelek first approached Broadrick in 2007 about a release through his label, after being impressed by a live performance in San Francisco. In 2009 Jesu released Opiate Sun through Caldo Verde Records (a record label owned by Kozelek), and later the same year Broadrick interviewed Kozelek for the Caldo Verde website. In 2013, Kozelek covered Broadrick's band Godflesh's song "Like Rats". Broadrick and Godflesh are mentioned in "The Possum", the opening track from Sun Kil Moon's 2015 album Universal Themes.
On October 5, 2015, the track "America's Most Wanted Mark Kozelek and John Dillinger" was made available for streaming; on October 21 the track "Exodus" was available for streaming, pre-orders of the album's CDs were enabled, and Isaac Brock of Modest Mouse was added to the album's guesting musicians. On January 15, 2016, a week before the album's official January 22 release date, the project was available to stream in full on Sun Kil Moon's website.