This song finds Ellie Goulding giving voice to her frustrations and screaming it out. She wrote in a Genius annotation: "You just need to lose it sometimes. It's okay to not be okay."
Goulding told The Sun: "Scream It Out is about trying to justify bad things that happen in the world."
Goulding said in a video regarding this song that one of her favorite lyrics on Delirium is:
I have always had a thing for silence.
But lately I just need a voice I recognize.
It is a perfect time to scream it out
She explained: "It summed up a time in my life where I needed to recognize not being okay and then just communicating it and getting through it. I think it is definitely one of the more anthemic songs on the album."