2018–2020: Joyful, Orion, and Belong
X Ambassadors released their next single, "Joyful", on January 26, 2018, originally intended to be the title track of their second record. Pre-orders of the album became available through their website later that day, and it was slated for an April 2018 release. On February 2, 2018, the band issued another single, titled "Don't Stay".
On January 24, 2019, the group put out their next single, "Boom". Three months later, on April 19, 2019, over a year after the announcement of Joyful, the band stated they had cancelled it in favor of new material for a different record, to be titled Orion, which would include the previously released track "Boom". Vocalist Sam Harris stated that Joyful was the second iteration of their second album and that they felt like the songs on it did not represent where they were at. That same day, the band issued the song "Hey Child" as the second single off Orion. A third single, titled "Hold You Down", was published on May 31, 2019. The album came out on June 14, 2019.
On April 19, 2019, American rapper and singer Lizzo released her album Cuz I Love You, which featured the tracks "Cuz I Love You", "Jerome", and "Heaven Help Me", all co-written and produced by X Ambassadors. The band also wrote the song "Baptize Me" with singer Jacob Banks for the Game of Thrones compilation For the Throne.
On August 16, 2019, X Ambassadors were featured on a song titled "In Your Arms", from Illenium's third studio album, Ascend.
On August 23, 2019, the band released a politically charged standalone single called "Optimistic", which centers around gun violence in the United States.
On February 7, 2020, they issued the song "Everything Sounds Like a Love Song", promoted as the lead single from their forthcoming EP, Belong. On February 21, 2020, the band put out a single titled "Great Unknown" for the film The Call of the Wild.
Belong came out on March 6, 2020, and included the title track as well as "Everything Sounds Like a Love Song" and "Happy Home". Sam Harris stated that it was a collection of tracks the band wrote that didn't quite fit on their upcoming third studio album, but they loved the songs and wanted to put them out. On May 15, 2020, X Ambassadors released another single, "Zen", with K.Flay and Grandson, about the COVID-19 pandemic.