Strauss died in September 1949. The premiere of the work was given posthumously at the Royal Albert Hall in London on 22 May 1950 by the soprano Kirsten Flagstad accompanied by the Philharmonia Orchestra conducted by Wilhelm Furtwängler.
The songs are "Frühling" (Spring), "September", "Beim Schlafengehen" (Going to sleep) and "Im Abendrot" (At sunset).
Strauss had come across the poem Im Abendrot by Joseph von Eichendorff, which he felt had a special meaning for him. He set its text to music in May 1948. Strauss had also recently been given a copy of the complete poems of Hermann Hesse, and he set three of them – Frühling, September, and Beim Schlafengehen – for soprano and orchestra. (According to Arnold, a fifth song was unfinished at Strauss' death.)
There is no indication that Strauss conceived these songs as a unified set. In dictionaries published as late as 1954, the three Hesse songs were still listed as a group, separate from the earlier Eichendorff setting. The overall title Four Last Songs was provided by his friend Ernst Roth, the chief editor of Boosey & Hawkes. It was Roth who categorized them as a single unit with the title Four Last Songs, and put them into the order that most performances now follow: Frühling, September, Beim Schlafengehen, Im Abendrot.
It has been reasoned by Timothy L. Jackson that the song Ruhe, meine Seele! should join the other four as a prelude to Im Abendrot.