

The music video accompanied the song's release, and features a female protagonist searching for "mysterious stones" in order to uncover a lost ancient civilization. It features Walker's signature future bass sound and lyrically, the song is about getting out of a bad relationship. "On My Way" is an EDM song that runs for 3 minutes and 37 seconds. On 20 March 2019, Walker announced that he partnered with PUBG Mobile for the one-year anniversary of the game, and that the song would be the event's theme song. Alan Walker confirmed their involvement on the song on 19 March 2019. After the announcement of the song, rumours circulated that Sabrina Carpenter and Farruko would feature on the song. On 14 March 2019, Alan Walker formally announced the song along with its release date. On 9 March 2019, Alan Walker began teasing the song via his social media. Karlsson and Carpenter previously worked together on Carpenter's song "Bad Time". The production was done by Alan Walker and Big Fred. The song was written by Julia Karlsson and Farruko. It is written in the key of Db minor with a chord progression of Dbm-Abm-A-E-Gbm-Dbm-Ab-Dbm. The song is set in common time and has a tempo of 85 beats per minute.
