Prior to beginning their professional music careers, Porter Robinson and Madeon met for the first time in a music production Internet forum when they were 14 and 12 years old, respectively. Recalling their past together, Robinson stated that at the time they met, "Neither of us had even a whimper of a music career obviously, and we were kind of rivals. We were both the young kids who were making music on that forum, and so we competed with each other." As their musical careers developed, the two continued to share music with each other. While developing a friendship, they each became successful independent of the other.

"Shelter" represents Robinson and Madeon's only collaboration. Madeon stated in a press release, “Both Porter and I started working with people in-person when we started making our respective albums and appreciated how much more collaborative you can get... Our intent was to make music that would reflect our friendship.” Robinson and Madeon have stated that they do not plan to continue collaborating after "Shelter". Explaining the decision, Madeon stated, "If we kept Shelter going for too long, then the ways that our tastes don't fully overlap would become frustrating."

The song was released and uploaded to Madeon's YouTube channel on August 11, 2016. The song was released in the United States on Columbia Records and popcultur as a digital download, and on Spotify, Deezer, Apple Music, Google Play, and SoundCloud. "Shelter" was released together with an announcement that Robinson and Madeon would be touring cities in the US and Canada, dubbed as the "Shelter Live Tour". Robinson confirmed on Twitter that the tour would feature both himself and Madeon playing simultaneously in a live show, beginning in late 2016.

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Wikipedia