"Walk Away" was one of the demo recordings Leslie Howe and Morissette created with keyboardist Serge Côté in the studio, after Howe and her entertainment manager Stephan Klovan had decided to try to secure a record contract for her.Howe and Klovan funded an expensive promotional video for the song that was filmed in Paris, France; it featured Morissette playing in a fountain near the Eiffel Tower.