On January 23, 2017, the single "Pure Comedy" was released alongside an accompanying music video. The second single released off of Pure Comedy, "Two Wildly Different Perspectives", was released with another music video on January 30, 2017. The third single released was "Ballad of the Dying Man" on February 1, 2017. The fourth single, "Total Entertainment Forever", was released on the night it was performed on Saturday Night Live on March 4, 2017. Pure Comedy was released on April 7, 2017. The album sees Tillman externalize the stereotypical Father John Misty character that he developed through the two previous albums to prevent himself from being constricted to the character's image, using his personhood and experiences to expose his outlook on life.
The Pure Comedy World Tour began in April 2017 and continued into early 2018. During this tour, Tillman mixed the tracks for his next album produced with Jonathan Rado, revealing potential song titles "Mr. Tillman, Please Exit the Lobby" (later shortened to "Mr. Tillman"), "Ouch, I'm Drowning", "Well, We're Only People and There's Nothing Much We Can Do About It", and "Dum Dum Blues". The album explores heartache and was written during a six-week period where Tillman was living in a hotel. Tillman released the lead single, "Mr. Tillman", from God's Favorite Customer on February 20, 2018. The album was announced on April 18 and was released on June 1; its track listing was shared, alongside two further songs, "Disappointing Diamonds Are The Rarest Of Them All" and "Just Dumb Enough to Try".
Tillman has struggled with depression and drug use. He stated in 2017 that he microdoses on LSD daily to alleviate his depression and anxiety. He also stated that he has been diagnosed with PTSD "by three therapists."