Proper Cowboy marks the band's first time collaboration with San Francisco producers The Rondo Brothers (MC Lars, Foster the People), as well as their second release under the Ninth Street Opus record label. The union has resulted in a new spin on the familiar sound that has been referred to as a "futuristic Spaghetti-Western soundtrack" that features a cover of 1972 Sonny and Cher song, "A Cowboy's Work Is Never Done". Additionally, "Bulletproof Shine" marks a collaboration with Angelo Moore (leader of Fishbone), who adds his pipe and theremin to the track.

Julia R. DeStefano of Performer Magazine says of the album that it "easily places them in the 'best kept secret-turned next big thing' category." Fun Fun Fun Media said, "Diego’s Umbrella is like Gogol Bordello meets Queen."

Their tour for the Proper Cowboy album featured them and Vokab Kompany, a San Diego band.

All song written, performed and arranged by Diego's Umbrella.

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