Roger: “It’s a strange song. It’s very Police-influenced. I liked it because it is something different for The Who. I think ‘Did You Steal My Money’ is very commercial and I think it’s a bit of light relief because some of the songs on the album are…some of Pete’s writing does tend to get a bit agonizing, and I think this is what’s good about ‘Did You Steal My Money’ and ‘Don’t Let Go The Coat.’ They are light relief.”
Pete released the demo version of this track on his Scoop 3 collection. Pete: "The guitars are obviously influenced by Andy Summers. The true story behind this doesn’t make anyone look good — especially me. It is not the time to tell it."