On My Way was recorded at the same studio (Sear Sound) as Sha Sha, but the approach was completely different. "I really wanted to capture the band that had been backing me up for the past year and a half. We recorded everything live, in one room without headphones and hardly any overdubs. I'm very proud of On My Way's spontaneity and honesty. I'm especially proud of the song "On My Way". I feel it's one of my best."
The touring band for the album featured John Kent from Radish and Jason Roberts on guitar. On My Way was their first headlining tour in France. Ben Kweller also co-headlined with Death Cab For Cutie and Incubus in the US. Kweller also performed in Japan with the Yeah Yeah Yeahs and the White Stripes. Towards the end of touring, Kweller opened for The Black Crowes at one of their Hammerstein reunion shows.