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Last to Know was written by Pink and producer Tim Armstrong for her third studio albumTry This. The electro-rock track was released in some parts of Europe as a single in 2004, peaking just outside the top twenty in the Holland and the UK (her first single in the UK not to hit the Top 20). In Austria and Switzerland the single peaked inside the top fifty. In places such as Australia, the song was released to radio and digital download but never had a physical single release.
The promotional music video for Last to Know consists of a montage of shots from some of Pink’s concerts during herTry This Tour in Europe. A proper video was scheduled to be filmed, but the plan was scrapped after the album sales began to decrease. This video was supposed to be used to promote the DVD Live in Europe, but the DVD wasn’t released until May 2006. The video, directed by Russell Thomas with footage of the concerts in the Netherlands and London shows Pink performing the song with her lipstick going onto her microphone. Other clips from the show are also shown like 18 Wheeler, Oh My God, Welcome To The Jungle, Eventually, Split Personality and Get the Party Started.