The record diverges from the style of previous Nine Inch Nails work, notably by the inclusion of jazz instrumentation in the music, including saxophone performances by Reznor. The album is reminiscent to (and influenced by) David Bowie's final studio album Blackstar, with Reznor having collaborated with Bowie in the 1990s as well as citing Bowie as a primary influence. At just over 30 minutes long, the record is Nine Inch Nails' shortest full-length release. The Cold and Black and Infinite North America 2018 Tour was announced alongside its release to promote the album, in addition to the album's sole single, "God Break Down the Door".
Upon its release, Bad Witch received generally positive reviews from critics, who applauded its influences and production; some called it the band's best work in a decade. The album reached No. 12 in the US and UK, as well as the top five of various Billboard charts.
Nine Inch Nails planned a trilogy of EPs, starting with Not the Actual Events in December 2016 and followed by Add Violence in July 2017. Regarding the third entry in the trilogy and its delayed production, frontman Trent Reznor said: "We started out with a rigid concept, having not written them all. As we finished Add Violence, we found ourselves... it felt too predictable. It felt like we were forcing things. Musically and storytelling-wise. The reason this has been delayed is because it took us a while for – what has become the third [record] – to reveal itself to us."
Following a handful of concerts in support of Add Violence, Reznor was enthusiastic to begin work on the final part of the trilogy. After experiencing creative difficulty in the studio, he and bandmate Atticus Ross decided to focus on doing something "exciting" and "risky", which included the incorporation of saxophone. Those sessions led to Bad Witch, a studio album inspired in part by David Bowie. While Bad Witch was originally set to be an EP, it developed into a full-length album; at 30 minutes in length, it is the band's shortest to date. Reznor initially saw the trio of planned EPs as one long album with three smaller components, but, after seeing how EPs tend to be overlooked (especially on music streaming sites), Reznor decided to promote Bad Witch to a full album.