The song was released as a digital download first on 27 July 2010, on the U.S., then at the UK on 22 August 2010. The single was also released on a 7" 45 RPM picture disc. The picture on the A-side depicts the single's cover, while the B-side has the same picture as the EP.
The music video, directed by Meiert Avis, was released on July 20 on VEVO and was shot with a Canon EOS 5D Mark II. It begins with ten people (Momsen included) sitting around a table in an imitation of the Last Supper. Taylor Momsen (as Mary Magdalene) starts to crawl over the table, tipping over the food and spilling the drinks whilst singing as the rest watch. Later she starts ripping apart a bouquet of roses. It ends with several "famous" people having joined in surrounding the table with Momsen on it, most noticeably John Lennon and Jimi Hendrix playing guitars and Charlie Chaplin. The band confirmed it is set after the death of Christ.
"Miss Nothing" has been performed live several times, first on "This Morning Show" on August 20, 2010, then on "The 5:19 Show" on August 20, 2010. These performances were followed with more two on "Radio 1 Live Lounge" and on "Unplugged for NME", on August 23, 2010 and August 25, respectively.
Lead singer, Taylor Momsen, said the song was about "a loved one passing, losing your identity and your mind", and described it as "not the happiest of songs". She also confirmed in an interview that the lyrics were censored because the word "cunt" is in the lyrics and that people didn't realize she's saying the word. It is the only song on the album that has any swearing in the lyrics.