 Collins has stated that the lyrics to "Don't Lose My Number" were improvised, and that he himself does not fully understand what they mean.Stephen Holden of the "New York Times" also agreed that the lyrics were very "vague, sketching the outlines of a melodrama but withholding the full story".Collins did not know what to use as a theme for the song's music video, so he decided that it would show his decision process in selecting a theme for it.