Talking about the song, Forchhammer said, "I still live two blocks away from where I grew up. I still hang out with the same guys. The song is a tribute to one of the guys I grew up with who hung himself in January. He was three months older than me and we walked through life together."[1]
A music video to accompany the release of "Not a Damn Thing Changed" was first released on YouTube on 11 October 2018 at a total length of three minutes and forty-nine seconds.[2] The video was directed by René Sascha Johannsen. Forchhammer's real-life childhood friends appear in the video, which they filmed in Copenhagen and their hometown, Christiania.[1]