The song is credited to Jagger and Richards, but is largely the work of Jagger. According to Jagger: "I used to say, 'Now we're writing songs. I'm gonna sit at my desk.' 'Out of Tears' was a little bit like that, where I'm sitting at the piano in Ronnie [Wood]'s studio going 'Da da ding, da da ding.' Then you go and listen to it, and it's got this really good mood because it's you on your own. No one else is there, and you're creating the mood. There's a very sad mood to that song. The Stones are mainly a guitar band, but I think with a ballad sometimes it's nice to move away from that. And when a song is written on a keyboard, you get a different sort of melodic structure."