According to the Shame Songfacts, the song was co-written by Robbie with Gary Barlow and is a duet between the two superstars. It is the first song the pair worked on together since Williams left Take That in 1995. The song deals with the estrangement that occurred between Williams and Barlow after Williams left Take That to pursue a solo career.
Well there's three versions of this story mine and yours
And then the truth
Now we can put it down to circumstance, our childhood, then our youth
Out of some sentimental gain I wanted you to feel my pain,