"OK Not to Be OK" was released on Thursday (10Sep20) and Marshmello reveals the collaboration has been "in the works" for years.
"I met Demi, I think four years ago," he tells Zane Lowe on Apple Music. "I actually played a party or something for her a while back and before I went on, it was at a hotel in L.A., and I went upstairs and met her before... And so we've known each other since then."
"So this collaboration has kind of been just in the works, I would say, since we met about four years ago... She did the song and then I got it and it was just kind of piano and that's about it. And so then I was like, 'How can I create an instrumental that compliments the emotion of the song?' "
"In the beginning it's very slow and stuff, so I made the instrumental very slow. And then during the hook, which is the resolve of the song, I kind of picked it up with the energy and it's kind of like a little dance tune."
The DJ admits he's thrilled to be part of a song with such an important message.
"I think a lot of people with negative feelings and negative thoughts that are affecting them are kind of scared to bring it up, scared to talk about it," he adds. "In reality, they're scared because maybe the (other) person won't relate or the person won't understand, when in reality most of the time the person that you could bring it up to, has most likely felt like this or will understand or can relate as well. I think it's very important to talk about it."
The single's release comes over two years after Lovato, who has been open about her own mental health struggles, suffered an accidental drug overdose at her home in the Hollywood Hills.
The new song's accompanying video, directed by Hannah Lux Davis, transports Demi and Marshmello back to their childhood bedrooms to confront themselves as younger, insecure kids.