Where Have You Gone is Jackson's first new studio album since Angels and Alcohol in 2015. Jackson wrote 15 of the songs on the album. It was produced by Keith Stegall, who has produced all but one of his studio albums. Many of the studio musicians are ones who have played on his previous albums, including guitarist J. T. Corenflos, fiddler Stuart Duncan, drummer Eddie Bayers, and steel guitarist Paul Franklin.Three songs were released in advance: "The Older I Get" was a single in 2017 prior to the album's release.
Also released were the title track, in which Jackson comments on the contemporary state of the country music genre, and "You'll Always Be My Baby", a song that he wrote with the intention of having listeners play at weddings. Also included on the album is a cover of the Lefty Frizzell-Sanger D. Shafer composition "That's the Way Love Goes", which has been a hit single for both Johnny Rodriguez and Merle Haggard.