Goldfrapp told News of the World:

Rocket was the first track we worked on and it came entirely out of the big synth stab that’s on the finished song.

For us, sounds usually come with their own little story or image or character and this was a huge, stadium-filling sort of thing that got us both very excited. As soon as we heard it, we could imagine all the musical parts that would go around it, we could even picture the costumes, the lighting – and the dry ice – that’d go along with it.

Once we had [that] we could see the pathways opening up and the kind of direction we could take the record in."

This is what Alison said to Modjo about Rocket:

I think with things like “Ooh La La” or “Strict Machine”, although there were poppy elements and a fun-ness to them, “Rocket” was a step too far in a direction that was maybe too poppy, or something."