New Adventures in Hi-Fi was recorded during and after the tour in support of Monster in 1995. The material on the album mixed the acoustic and country feel of much of Out of Time and Automatic for the People with the rock sound of Monster and Lifes Rich Pageant. Guitarist Peter Buck said that the band tried so hard to be a rock band again with Monster, but it just didn't quite work out. They stopped trying, and they ended up putting together their most rock and roll record to date. In the years following its release, the band called the album one of its favorites.

Recorded during and immediately following R.E.M.'s disaster-prone Monster tour, New Adventures in Hi-Fi feels like it was recorded on the road. Not only are all of Michael Stipe's lyrics on the album about moving or travel, the sound is ragged and varied, pieced together from tapes recorded at shows, soundtracks, and studios, giving it a loose, careening charm. New Adventures has the same spirit of much of R.E.M.'s IRS records, but don't take the title of New Adventures in Hi-Fi lightly R.E.M. tries different textures and new studio tricks.