Berlin was married for the second time in 1925, the year this song was written.

His first marriage ended in tragedy. In 1912, he married Dorothy Goetz, who died of typhoid fever, contracted during their honeymoon in Havana. "When I Lost You," his first ballad, spelled out his grief.

His second marriage, to Ellin Mackay, daughter of the head of Postal Telegraph, was over the active objections of father Clarence Maskay. They were inseparable, until her death at age 85 in 1988 (Berlin died age 101).