Flowers described the song as “about having the wherewithal to listen to that angel on your shoulder, even if they’re telling you something that you don’t want to hear.” Flowers related this to his own decision to leave Las Vegas with his family and moving back to his childhood home in Utah, which began as a hunch, and although it was tough for him to leave, he embodied the “spirit” of ‘Caution’ in recognising that it was the right decision for him and for his family.[5]
The end of the song features a guitar solo from former Fleetwood Mac guitarist Lindsey Buckingham. This originated when drummer Ronnie Vannucci joked over dinner that they should call Buckingham up and ask him to do a solo for the song. When the band did so, Buckingham obliged, and he turned up at the studio the next day. This was aided by the fact that the band shares a publicist with Buckingham.[6][7] Vannucci said that, when recording, Buckingham “did all the sort of famed tricks”, and that the band slowed the tape to half-speed or quarter-speed when recording Buckingham’s guitar-playing to allow them to record the song's crystal-like high tinkle sounds. Afterwards, Buckingham stayed to record a solo; this ultimately became the ending of the song, as at the time the band hadn't yet written an ending.[5]
An alternative, stripped-back version of the song was included on the deluxe edition of Imploding the Mirage, released in January 2021, under the name "Caution (Wasatch Style)".
Music video
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The music video is a sneak peek from a forthcoming short film with director Sing Lee tied to the Killers upcoming album Imploding the Mirage.[9] The film will premiere on Apple Music. The music video has snippets reminding of an Americana theme. There are a number of stories going on. A stage play is being enacted, a story of young love, some family drama and family intrigue with police intervening and so on. There is also footage of the Killers performing at what is seemingly a local venue.