It is a ballad written by Michael Jackson himself, one of his most profound songs. He explained about it:
"Stranger in Moscow was written when I was in Moscow on the Dangerous tour, and it was just a strange, eerie, lonely time for me. Outside my hotel was just a sea of faces of fans, chanting and screaming, but I was inside my room and I felt like a Stranger in Moscow, so all alone, like I was the last person on the planet."