Mystery Train was written by Herman (Little Junior) Parker and Sam Phillips and first recorded by Parker in 1953 (Sun 192). The record label credited Little Junior's Blue Flames. Mystery Train was based on the Carter Family's 1930 song Worried Man Blues (Bluebird 6020). The guitar player on Parker's recording was Pat Hare.

Elvis recorded Mystery Train at Sun Records on July 11, 1955. Instrumentaion was provided by Scotty Moore (guitar), Bill Black (bass), Johnny Bernero (drums), and Elvis (guitar). While Junior Parker's version was more bluesy, Elvis's was faster and more energetic. Scotty Moore's guitar riff wsa borrowed from Parker's Love My Baby, which was the flip side of his Mystery Train release. Elvis's Mystery Train entered Billboard's Country Disc Jockey chart in December 1955 and peaked at #11.

In late November-early December 1955, when RCA reissued Mystery Train, the record company simultaneously issued a cover version of the song by the Turtles with Hugo Winterhalter and His Orchestra. Release numbers of the two records were consecutive - the Turtles' was 47-6356 and Elvis's was 47-6357. Why RCA did this is a mystery.

A live performance of Mystery Train at the International Hotel in Las Vegas on August 10, 1970, was used in the documentary Elvis - That's the Way It Is. The Sun release was heard on the soundtrack of Elvis's Elvis On Tour while various film clips were shown.