 Its instrumentation comprises "florid" guitar chords, "stalking" pianos and a double bass played by Harcourt.Andy Gill of "The Independent" credited the first two instruments with providing "an Iron Curtain feel" to the track.The final part of the song—characterised by "Time Out" reviewer Clare Considine as one of "Wanderlust"s "more energetic moments"—incorporates a "gypsy polka" sound.