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The song was written by Michael Hutchence and Andrew Farriss of the group INXS, after the band had gotten back together after a year-long sabbatical in 1989. The song was named after a woman who had bleached her own hair because she had "dyed" by her own hand and who was "love devastation". It is rumoured that Hutchence's then-girlfriend, Kylie Minogue, gave him the inspiration for the title while working on her 1989 film The Delinquents.