Baylus Benjamin McKinney was one of the greatest hymnist of the twentieth century. He attended Southwestern Baptist Theological Seminary, and later returned to the seminary as a member of the music faculty.
In 1935, McKinney was named music editor for the Baptist Sunday School Board of the Southern Baptist Convention. When he traveled to the Alabama Sunday School Convention, he saw his good friend, R. S. Jones, who had been a missionary in Brazil. Jones told him the doctors were forbidding him to return to Brazil due to his health. When McKinney asked his friend what he would do, Jones replied, "I don't know, but wherever He leads I'll go." Those words inspired this hymn.