“Don’t Go” was written by Vince Clarke for Yazoo’s debut album, Upstairs at Eric’s (1982). After leaving Depeche Mode, Clarke answered an ad from Alison Moyet, a blues and soul singer from Basildon, and the two formed the duo. In the United States and Canada they were billed as Yaz, because another act already had the name Yazoo.
Released on 5 July 1982 as the second single, after “Only You,” it reached No. 3 on the UK Singles Chart, No. 1 in Belgium and Iceland, and No. 1 on the US Dance chart. The album took its name from the upstairs room at producer Eric Radcliffe’s studio. The partnership was already over by the time the second album, You and Me Both, reached No. 1 in 1983.