Raoul and the Kings of Spain is a personal, essentially-solo, album for Roland Orzabal, and he has said he wrote it during a period of difficulty in his relationship with his wife. As such, several songs on the album deal with this topic.

Thematically, “Sorry” is similar to “Secrets” and “Me and My Big Ideas” as a mea culpa admission of wrongdoing. Tonally, however, it is less apologetic (despite its title). Here, Orzabal adopts a more exasperated stance in asking for closure, wanting his partner to forgive him already so they can move on from their unhappy episode.