The album was recorded in collaboration with Abrahams and Hopkins in 2009 and 2010. Some sessions were recorded in September 2009, while Abrahams recorded his own album and performed with David Byrne on the Songs of David Byrne and Brian Eno Tour to promote 'Everything That Happens Will Happen Today' (2008). The trio also entered the studio in April 2010, to record music that was rejected from the film soundtrack to 'The Lovely Bones' and five of those tracks ended up on 'Small Craft on a Milk Sea'. The music recorded for this album was mostly improvised and inspired by the sound of soundtrack albums and film scores; some of the songs were composed by choosing random chords played for arbitrary intervals with improvised electronic parts on top of the melody and then edited together to make a proper song.