In the last week of March 2003 Dave Grohl joined post-punk veterans Killing Joke at the Grandmaster Recorders, Ltd Studio in Hollywood to lay down some drum tracks for their then upcoming 11th studio album. Front man Jaz Coleman had invited Grohl to do so when the pair met in January of that year when both Killing Joke and Foo Fighters performed at the Big Day Out Festival in Auckland, New Zealand.
Whilst a firm date has not been pinpointed either during this session or once his work for Killing Joke was complete Grohl also recorded a new acoustic version of 'Times Like These' at the studio, produced and recorded by Nick Raskulinecz.
Director Bill Yukich also joined Grohl at the studio to co-direct a music video around the recording session. The music video shows Grohl recording vocals and guitar on the track as well as using the studios custom Yamaha grand piano to add some a simple piano parts to the song. The completed mixed and mastered recording is played over the studio footage.
The video, the third version for the single (Liam Lynch and Mark Klasfield each directed a video for the original recording of the song) was sent to broadcasters and was then released by the band on the 'DVD/EP' video release in September 2003. It was also included on special editions of 2009s Greatest Hits release.
After recording this studio version Grohl began performing the song in acoustically in live shows, the first known version being as early as a performance for the KROQ FM Kevin & Bean show on April 3rd, 2003.