McCartney recorded a demo of the song in August 1980, and it was rehearsed by Wings in October.
The studio recording was begun on 7 December 1980, making it the oldest recording on Pipes Of Peace. Indeed, it was initially a contender for the album’s predecessor.
This was the first track we did on the Tug Of War sessions, and it was going to go on that album, but it didn’t fit. And it wasn’t finished. It seemed lighter and in line with Pipes Of Peace which is poppier.
BBC Radio 1, 3 December 1983
More overdubs followed in February 1981 in Montserrat, including Stanley Clarke’s bass guitar part, and additional recordings at AIR Studios in London in March.
‘Keep Under Cover’ was finally completed in September 1982. The last session was an experiment involving holophony, a new way of recording demonstrated to McCartney by Hugo Zuccarelli.
One day, a guy came to us with this thing in a flight case. He opened it up, and out comes this head made of rubber, with ears and everything. He gave us a demonstration, where we’d put on a pair of headphones, and he’d get a box of matches and move them from left to right, and you heard it go left to right. It was holophonic.
Pipes Of Peace Archive Collection, 2015
McCartney experimented with holophony using a portable Pignose guitar amp and his Epiphone Casino, but the results were not considered a success. It did, however, feature in the opening of ‘Keep Under Cover’, where the sound of a lit match can be heard.