 Work on "Burning of the Midnight Lamp" began in May 1967, when the band recorded four demo takes of the skeletal song at London's Olympic Sound Studios during writing and recording sessions for "".Progress was slow however, and this lack of success was said to leave Hendrix "frustrated and depressed" going into a string of European tour dates lasting for the next few months.Hendrix finished writing the song on a plane journey between tour dates in Los Angeles and New York City on July 3, and The Experience returned to work on the song at New York's Mayfair Studio on July 6, recording over 30 takes including the master recording.