"That's Why (You Go Away)" is a song by Danish soft rock band Michael Learns to Rock and is the second single from their third studio album Played on Pepper, the single was released in 1995 and become the band's one of their significant song throughout the world.

The song was released in 1995 after their success with their first single, Someday. It was written by Jascha Richter and became one of the band's most famous songs, especially in Asia. It reached the top spot in their home country, Denmark, and charted in many countries in the world. The string arrangement of the song was released in the 2014 remastered edition of the album.

The music video for the song was released later in 1995. It was later released on Michael Learns to Rock's YouTube official account.

The song was used in the 1999 Chinese film Postmen in the Mountains starring Liu Ye. It was also using in 1995 Denmark film Farligt venskab.

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