"Never Said" was written collaboratively between Phair and Brad Wood. Phair intended to write a "big radio hit" for Exile in Guyville, stating that she believes the fifth song on an album's track listing is the most important song. The song was written as an answer song to The Rolling Stones's 1972 single "Tumbling Dice", with Phair commenting that she wanted to create a "female version" of the song. "Never Said" was originally written under the title "Clean" for Phair's GIRLSGIRLSGIRLS bootleg cassette. In an interview with Rolling Stone, Phair said that the concept of the song was developed through her observations of members from the alternative rock band Urge Overkill and how she can be just as "unaccountable". However, Phair has also stated that the song can more broadly relate to the music scene as a whole. She further explained the meaning of the song:
