"Favor" is the third track to be lifted from Baker's new album Little Oblivions, following "Hardline" and "Faith Healer", and sees Baker recruit boygenius bandmates Phoebe Bridgers and Lucy Dacus to contribute backing vocals.

Bridgers says of Baker, "Julien is one of those people whose opinion you want to hear about everything. A true critical thinker with an ever-changing and ridiculously articulate worldview. Her music changes in the same way, and this record is my favorite thing she’s ever done. I’m sure I’ll think the same about the next one."

Dacus adds, "We sang on "Favor" in Nashville the same day we recorded vocals for "Graceland Too" and a song of mine. That day had the same atmosphere as when we recorded the boygenius EP. Making music was just a natural result of being together, easy as can be but also rare in a way that feels irreplicable. I love the song for its stark but sensitive picture of friendship, what it looks like to recover from broken trust. Makes me think about how truth only ever breaks what should be broken, and how love is never one of those things. I’m always honored to be brought into Julien’s life and music."

Little Oblivions will follow Baker's 2017 album Turn Out the Lights, and was recorded in Memphis, Tennessee between December 2019 and January 2020.