"Bang My Head" tallies as the album's seventh single overall.
The song was released via digital download on 30 October 2015.
The original album version of the song only featured Sia's vocals, but the second verse was later replaced with vocals from Fetty Wap for the reworked single release.
Musically, the song is written in the key of A minor.
The single version of the song featuring American rapper Fetty Wap has a tempo of 108 beats per minute.