Lambert told Rolling Stone:

It’s not too deep, it’s not too heavy — you don’t have to think too hard when you hear it. […] It was a little stretch for me. I wrote it and I loved it, but I wasn’t necessarily positive — could I pull it off and would it sound like me? Not every song you write fits in your wheelhouse. And this one was a little different, but I love it. It’s got the rock & roll vibe that I crave. I find myself doing cover songs sometimes in my shows with that vibe because I love that vibe and I feel like now I have one of my own songs where it fits in the set. And Jay Joyce is the exact person to execute something like this especially, not just the whole record, but this song.

Rolling Stone ranked “Mess With My Head” as the #19 song of 2019, saying:

‘You treat my mind like a hotel room,’ Lambert sings in ‘Mess With My Head.’ Over an angular guitar riff and producer Jay Joyce’s atmospheric studio effects, Lambert describes the experience of letting down her guard and embracing the rush of pleasure, even if it was at the expense of her psyche. Lambert has frequently incorporated rock flourishes since the beginning of her career, but this was something entirely different — like a pairing of grunge’s loud-soft dynamics and the intense self-examination of Pink’s best work. ‘It was a little stretch for me,’ Lambert told Rolling Stone when the song came out. ‘I wrote it and I loved it, but I wasn’t necessarily positive — could I pull it off and would it sound like me?’ Thankfully, she had the confidence to take the risk.

Lambert told Rolling Stone:

Jay is somebody I’ve always respected, and he’s played on several of my records. I met Jay through [producer] Frank [Lidell]. I just thought I needed a fresh sound and start from The Weight of These Wings. I wanted to be pushed. And sometimes when you work with somebody new, there’s this energy where you both want to bring your A-game because it’s new. I was willing to go a little farther than I ever have, with Jay, because I trusted him.