In Manson's auto-biography, he related to this song by mentioning that he met people who wanted to be abused by him; and who wanted to use him as well.
In the New York Times October 30, 2007, Annie Lennox recalled that this was written by the duo just after they'd had a bitter fight. I thought it was the end of the road and that was that, she said. We were trying to write, and I was miserable. And he just went, well, 'I'll do this anyway.' Dave Stewart came up with a beat, Annie Lennox improvised the synthesizer riff, and suddenly they realized they had a potential hit. This was originally a hit in Europe in 1982. A year later with the advent of MTV it reached the #1 spot in the US, giving Eurythmics their only US chart topper.
In November 2007, Annie Lennox was interviewed extensively by Malcolm Bragg on The South Bank Show. In this program she said she didn't regard "Sweet Dreams" as a song but as a mantra. She added that people have identified with it over the years and that it's open to interpretation; it contains an overview of human existence; whatever it is that makes you tick, that is what it is.