On Graduation's "Big Brother," Kanye rapped about his relationship with Jay Z. But he also revealed a few things we didn't know about their friendship, rhyming, "Big brother got his show up at Madison Square/And I'm like 'Yeah, yeah, we gon' be there'/But not only did I not get a chance to spit it/Carline told me I could buy two tickets." As it turns out, it was Kanye's manager Hip Hop who gassed him up about performing at MSG with Jay, but Hov said he wasn't ready for all that. When Hip Hop tried to offer Kanye his tickets, Kanye declined and instead went to the studio to record "Never Let Me Down." Eventually, at the last minute, Jay added his verses to the song—likely unaware of when Kanye put it together.
"Never Let You Down" was recorded the night of the Jay Z show at MSG that Kanye wasn't invited to.