"Pretty When You Cry" is a song written and produced by Lana Del Rey and Blake Stranathan, with co-production by Lee Foster. It was released on Del Rey's second major-label studio album, Ultraviolence.
In the thank you message at the end of the Ultraviolence booklet, Del Rey thanks her guitarist Blake Stranathan for his contribution to the song and explains he “set the tone for the whole album with "Cruel World" and "Pretty When You Cry". The recording of the song was improvised, Stranathan played chords while Del Rey sang the lyrics spontaneously. On the production of the track, Del Rey went on to say “I didn’t even think to go back and fix it because if you know the story behind it, then you can tell why it was sung that way.” On June 21, 2014 she was asked by NPR about the song and went further about the composition of it, saying "The way you heard it recorded is the way I freestyled it. I made it up on the spot with my guitar player and left it as it was with that session drummer, and just called it a day on that song. Like the vocal inflection has its own narrative, it's not all lyric drive, it's just kind of moments in time that are meaningful to me left as they were, kind of untouched. The fact that I didn't go back and try to sing it better is really the story of that song, because that's sort of me revealing to you a facet of myself: I don't care that it's not perfect. That's why that song is more important in that way than what I'm actually saying" 
Despite doing the song in one cut, there are 9 outtakes registered on PPL Repertoire with various lengths from 7 seconds up to 2 minutes. Little is known about them since they were not unreleased and remain unleaked. It has been rumored that there is no demo version of this song.
"Pretty When You Cry" is a rock ballad in 4/4 performed at approximately 110 beats per minute in B♭ minor and runs for 3 minutes and 54 seconds. The track opens with Del Rey accompanied by an electric guitar. In the pre-chorus vocal samples and drums join the track. In the final chorus Del Rey sings in a higher register than in the rest of the song. The song is simple structurally. Lyrically, the song is about a Del Rey's relationship with an unreliable man. Despite the title, Del Rey only sings "pretty when I cry".
On July 23, 2017, Del Rey sung a brief a cappella clip of the song along with a clip of "Body Electric" during her performance at Lollapalooza Paris in Paris, France. On October 24, 2017, Del Rey performed a longer clip of the song with her band at Terminal 5 in New York City, New York. The full song is part of the setlist for her 2018 LA to the Moon Tour, while performing the song on the tour Del Rey and her dancers lay down on the stage.
On June 16, 2014, Del Rey posted a short preview of a music video for "Pretty When You Cry" to Instagram, but the full video was never released or leaked.
- Del Rey mentions a relationship with a man who loves drugs in "Shades of Cool".
- Being the "whole world's girl" is also referenced in "Gramma (Blue Ribbon Sparkler Trailer Heaven)".
- Direct reference to the song "Your Girl".
- "All the pretty stars shine for you" is similar to "the sun once shined for you" from "Live Forever".
- Album version — 3:54
- Instrumental version — 3:52
- Clean version — 3:54
- Outtake 1 — 0:07
- Outtake 2 — 0:12
- Outtake 3 — 0:15
- Outtake 4 — 0:20
- Outtake 5 — 0:30
- Outtake 6 — 0:45
- Outtake 7 — 1:00
- Outtake 8 — 1:30
- Outtake 9 — 2:00
- Lana Del Rey — vocals, songwriting, production
- Blake Stranathan — songwriting, production, guitar
- Lee Foster — production
- Phil Joly — engineering
- Brian Griffin — drums
- Robert Orton — mixing
- John Davis — mastering
- Mixed at Hot Rock Studios
- Mastered at Metropolis Studios, London