On 17 September 2014, Azalea previewed a new track during her headlining concert at O2 Shepherd’s Bush Empire in London. On 10 October 2014, Azalea announced her new single “Beg for It” on Twitter, adding that Danish singer MØ was also featured on the song and would be performing it for the first time on Saturday Night Live.
On 20 October 2014, Azalea revealed the music video would be directed by David LaChapelle and shot in late November 2014. On 25 October 2014, Azalea and MØ performed the song for the first time in the fourth episode of Saturday Night Live’s season 40, hosted by Jim Carrey. They will also be performing at the 2014 American Music Awards at the Nokia Theatre L.A. Live in Los Angeles on 23 November 2014.