Donaghy started writing music along with the help of former producer Cameron McVey (who has worked with Sugababes, All Saints and Neneh Cherry) to help overcome her depression, and began performing under the alias of "Shanghai Nobody". In March 2003, Donaghy released "Nothing But Song" under this title as she did not want to be known as "The girl who left the Sugababes". "Nothing But Song" was released as a 7" vinyl single only and was relatively unknown. Upon the release of her first commercial single, "Overrated", Donaghy reverted back to her given name.

On June 23, 2003 she released her first commercial solo single followed. "Overrated", co-written with Cameron McVey, peaked at #19 in the United Kingdom. The title of the lead single, "Overrated", is a play on words on Sugababes' debut single, "Overload". Following up "Overrated", the single "Twist Of Fate" was released on September 15, 2003 and charted at #52. Two weeks later saw the release of her debut album Revolution In